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 | 25.51 | 14.68 | -2.1 | 9.47 | -0.8 | 0.6 | 4.8 | 13.0 | 15.67 | 19.94 | -14.04 | 117.4 | |
| 2025 | 11.94 | -10.81 | -10.24 | 7.29 | 11.7 | 18.16 | 10.69 | 3.48 | 19.75 | 12.04 | -17.03 | -8.51 | 48.03 |
| 2026 | 15.13 | -0.91 | -13.77 | 37.0 | 24.9 | 6.49 | -25.75 | 4.76 | 12.56 | 1.63 | 59.51 | ||
| Comprehensive Performance Metrics | ||
| Portfolio | Benchmark | |
|---|---|---|
| Basic Info | ||
| Start | 2024-01-02 | 2024-01-02 |
| End | 2026-10-01 | 2026-10-01 |
| Risk-free rate | 0.00% | 0.00% |
| Performance | ||
| Total Return | 516.58% | 61.64% |
| CAGR | 93.95% | 19.11% |
| Max Drawdown | -38.57% | -19.00% |
| Calmar Ratio | 2.44 | 1.01 |
| Daily Sharpe | 1.62 | 1.21 |
| Daily Sortino | 2.62 | 2.01 |
| Returns | ||
| MTD | 1.63% | 0.18% |
| 3m | -5.00% | 2.44% |
| 6m | 56.60% | 16.60% |
| YTD | 59.51% | 12.04% |
| 1Y | 35.22% | 14.29% |
| 3Y (ann.) | 93.95% | 19.11% |
| 5Y (ann.) | nan% | nan% |
| 10Y (ann.) | nan% | nan% |
| Since Incep. (ann.) | 93.95% | 19.11% |
| Daily Stats | ||
| Daily Mean (ann.) | 78.46% | 18.77% |
| Daily Vol (ann.) | 48.55% | 15.56% |
| Daily Skew | -0.36 | 0.97 |
| Daily Kurt | 1.71 | 21.60 |
| Best Day | 15.04% | 10.50% |
| Worst Day | -11.69% | -5.85% |
| Monthly Stats | ||
| Monthly Sharpe | 1.51 | 1.46 |
| Monthly Sortino | 3.23 | 3.32 |
| Monthly Mean (ann.) | 71.72% | 17.48% |
| Monthly Vol (ann.) | 47.51% | 11.96% |
| Monthly Skew | -0.24 | 0.11 |
| Monthly Kurt | 0.04 | 0.58 |
| Best Month | 37.00% | 10.51% |
| Worst Month | -25.75% | -5.86% |
| Yearly Stats | ||
| Yearly Sharpe | 6.62 | 4.65 |
| Yearly Sortino | inf | inf |
| Yearly Mean | 53.77% | 14.19% |
| Yearly Vol | 8.12% | 3.05% |
| Yearly Skew | nan | nan |
| Yearly Kurt | nan | nan |
| Best Year | 59.51% | 16.35% |
| Worst Year | 48.03% | 12.04% |
| Drawdown & Win Stats | ||
| Avg. Drawdown | -6.69% | -1.60% |
| Avg. Drawdown Days | 20.77 | 12.00 |
| Avg. Up Month | 13.10% | 3.27% |
| Avg. Down Month | -10.40% | -2.16% |
| Win Year % | 100.00% | 100.00% |
| Win 12m % | 100.00% | 100.00% |