Portfolio Performance
Updated as of October 1, 2025
CAGR
51.7%
Geometric annualized return
Sharpe Ratio
1.19
A A higher Sharpe ratio indicates a more favorable risk-to-reward profile
Sortino Ratio
3.30
A higher Sortino ratio indicates a better return for the amount of downside risk taken
Information Ratio
1.02
A higher Information Ratio indicates better performance relative to tracking error
Alpha (annualized)
27.82%
A stock with high alpha has outperformed a market benchmark, on a risk-relative basis
Beta (vs S&P)
1.34
A stock with a high beta is considered riskier and more volatile than the overall market