Outperformance across recent windows with clear exposure profiles. Explore live metrics, risk scenarios, and allocator readiness—on one page.
All values annualized over each window. Use the toggle to update charts and headline KPIs.
| Metric | Your (2022–25) | S&P 500 (2022–25) | Your (2020–25) | S&P 500 (2020–25) |
|---|---|---|---|---|
| Annualized Return | 40.66% | 19.54% | 22.29% | 14.74% |
| Standard Deviation | 38.99 | 14.59 | 35.38 | 15.84 |
| Sharpe Ratio | 0.92 | 1.01 | 0.55 | 0.74 |
| Risk-Adjusted Alpha | 1.57 | — | 1.42 | — |
| Beta | 2.12 | 1.00 | 1.65 | 1.00 |
| R² | 0.63 | — | 0.55 | — |
Targets: Sharpe ≥ 1.0, Beta ≤ 1.5 (flex), Positive Alpha.
Concentrated, high-conviction exposure to momentum and dislocation regimes with disciplined risk overlays. Positive risk-adjusted alpha across windows signals process repeatability rather than raw beta.
Volatility is intentional. We modulate gross/net and position sizing across drawdown bands. Target trajectory: Sharpe ≥ 1.1 over next 12–18 months with beta normalization toward ≤ 1.6.
Family offices & seeders seeking asymmetric upside with transparent risk can fund an incubator sleeve. Capacity plan and slippage controls detailed on request.
Interested in a deeper cut (DDQ, capacity, execution workflow)? Share an email and we’ll send the packet.
This page is informational only and not an offer to sell or solicitation to buy any security.