Portfolio Performance
Updated as of February 28, 2026
CAGR
40.3%
Geometric annualized return
Sharpe Ratio
1.14
A higher Sharpe ratio indicates a more favorable risk-to-reward profile
Sortino Ratio
1.06
A higher Sortino ratio indicates a better return for the amount of downside risk taken
Information Ratio
0.99
A higher Information Ratio indicates better performance relative to tracking error
Alpha (annualized)
5.4%
A stock with high alpha has outperformed a market benchmark, on a risk-relative basis
Beta (vs S&P)
2.42
A stock with a high beta is considered riskier and more volatile than the overall market