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Multi-Factor Portfolio Catalog

Our market-neutral, survivorship-bias-free, multi-factor portfolios are constructed to deliver uncorrelated alpha.

Spectra

Combines 7 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance.

Benchmark (BTC)Portfolio
CAGR41.5%146%
Sharpe Ratio0.892.98
Beta1.000.08
Cumulative returnsRebased to 100 · vs BTC
013k27k40k54k67kJan 20Feb 21Apr 22Jun 23Jul 24Sep 25Oct 26
Top 40 Market CapMarket-NeutralSurvivorship-Bias FreeMulti-Factor
View factsheet

Spectra Adaptive

Combines 7 cross-sectional, orthogonal factors - while reducing exposure dynamically in adverse market conditions.

Benchmark (BTC)Portfolio
CAGR41.5%115.4%
Sharpe Ratio0.892.99
Beta1.000.06
Cumulative returnsRebased to 100 · vs BTC
05.4k11k16k21k27kJan 20Feb 21Apr 22Jun 23Jul 24Sep 25Oct 26
Top 40 Market CapMarket-NeutralSurvivorship-Bias FreeMulti-Factor
View factsheet

Spectra High-Turnover

Combines 7 cross-sectional, orthogonal factors, optimizing for market-neutral risk-adjusted performance & high turnover.

Benchmark (BTC)Portfolio
CAGR41.5%111.7%
Sharpe Ratio0.892.55
Beta1.000.05
Cumulative returnsRebased to 100 · vs BTC
05.0k10k15k20k25kJan 20Feb 21Apr 22Jun 23Jul 24Sep 25Oct 26
Top 40 Market CapMarket-NeutralSurvivorship-Bias FreeMulti-FactorHigh-Turnover
View factsheet

Foundational Factors

Combines cross-sectional momentum and carry factors, optimizing for market-neutral risk-adjusted performance.

Benchmark (BTC)Portfolio
CAGR41.5%56.4%
Sharpe Ratio0.891.80
Beta1.000.05
Cumulative returnsRebased to 100 · vs BTC
05621.1k1.7k2.2k2.8kJan 20Feb 21Apr 22Jun 23Jul 24Sep 25Oct 26
Top 40 Market CapMarket-NeutralSurvivorship-Bias FreeMulti-Factor
View factsheet

Foundational Adaptive

Combines cross-sectional momentum, mean reversion and carry factors - while reducing exposure dynamically in adverse market conditions..

Benchmark (BTC)Portfolio
CAGR41.5%54%
Sharpe Ratio0.892.02
Beta1.000.04
Cumulative returnsRebased to 100 · vs BTC
04498981.3k1.8k2.2kJan 20Feb 21Apr 22Jun 23Jul 24Sep 25Oct 26
Top 40 Market CapMarket-NeutralSurvivorship-Bias FreeMulti-Factor
View factsheet
Unravel

Institutional-grade, market-neutral factor portfolios and cross-sectional alpha factors for crypto.

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