Lightweight tear sheet summarising portfolio vs benchmark behaviour.
| Monthly Return Heatmap | |||||||||||||
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 23.57 | 14.58 | -2.37 | 11.05 | -0.13 | -0.47 | 4.88 | 10.52 | 13.15 | 17.09 | -12.43 | 105.2 | |
| 2025 | 13.89 | -14.87 | -4.14 | 1.44 | 8.0 | 7.15 | 9.29 | 4.03 | 16.57 | 7.6 | -13.8 | -0.75 | 33.1 |
| 2026 | 10.33 | -0.66 | -11.05 | 33.31 | 25.28 | -4.22 | -19.54 | -3.95 | 14.12 | 37.53 | |||
| Comprehensive Performance Metrics | ||
| Portfolio | Benchmark | |
|---|---|---|
| Basic Info | ||
| Start | 2024-01-02 | 2024-01-02 |
| End | 2026-09-08 | 2026-09-08 |
| Risk-free rate | 0.00% | 0.00% |
| Performance | ||
| Total Return | 343.32% | 62.06% |
| CAGR | 74.19% | 19.71% |
| Max Drawdown | -39.44% | -19.00% |
| Calmar Ratio | 1.88 | 1.04 |
| Daily Sharpe | 1.43 | 1.23 |
| Daily Sortino | 2.31 | 2.05 |
| Returns | ||
| MTD | 14.12% | 0.55% |
| 3m | -6.72% | 3.92% |
| 6m | 38.94% | 12.93% |
| YTD | 37.53% | 12.12% |
| 1Y | 44.20% | 17.78% |
| 3Y (ann.) | 74.19% | 19.71% |
| 5Y (ann.) | nan% | nan% |
| 10Y (ann.) | nan% | nan% |
| Since Incep. (ann.) | 74.19% | 19.71% |
| Daily Stats | ||
| Daily Mean (ann.) | 66.87% | 19.30% |
| Daily Vol (ann.) | 46.91% | 15.66% |
| Daily Skew | -0.31 | 0.96 |
| Daily Kurt | 1.77 | 21.55 |
| Best Day | 14.11% | 10.50% |
| Worst Day | -11.84% | -5.85% |
| Monthly Stats | ||
| Monthly Sharpe | 1.39 | 1.57 |
| Monthly Sortino | 3.19 | 3.91 |
| Monthly Mean (ann.) | 59.05% | 18.06% |
| Monthly Vol (ann.) | 42.39% | 11.51% |
| Monthly Skew | 0.06 | 0.22 |
| Monthly Kurt | -0.12 | 0.09 |
| Best Month | 33.31% | 9.98% |
| Worst Month | -19.54% | -4.54% |
| Yearly Stats | ||
| Yearly Sharpe | 11.26 | 4.56 |
| Yearly Sortino | inf | inf |
| Yearly Mean | 35.32% | 14.34% |
| Yearly Vol | 3.14% | 3.14% |
| Yearly Skew | nan | nan |
| Yearly Kurt | nan | nan |
| Best Year | 37.53% | 16.57% |
| Worst Year | 33.10% | 12.12% |
| Drawdown & Win Stats | ||
| Avg. Drawdown | -6.34% | -1.58% |
| Avg. Drawdown Days | 17.21 | 11.72 |
| Avg. Up Month | 12.94% | 3.20% |
| Avg. Down Month | -6.80% | -2.23% |
| Win Year % | 100.00% | 100.00% |
| Win 12m % | 100.00% | 100.00% |