Fidelity sends me paper statements every month and year-ended. They include a 3-hole punch which is handy because I put them into a 3-ring binder. When I get the year-ended, I shred the 12 monthly statements. I get similar statements from Dreyfus.
At the end of the year, I create my own, handwritten summary of the Fidelity and Dreyfus statements so I can combine data across companies and investment types for my tax return.
As for storing other documents, my general rule is to keep one full calendar year plus the current year. This means I have to begin my transition, throwing out the 2017 receipts, putting the 2018 ones in their place, and making way for the 2019 receipts to build up. Exceptions to this include medical bills and receipts because they are tax-deductible and I want to keep a record of things which are done to me.
As for tax returns, I keep full folders for 5 years; stuff before that I pare down to the essentials such as copies of filed forms, supporting documents, and worksheets. I end up tossing about 2/3 of the contents, mostly instruction booklets and user guides.