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Recent Performance

Compare portfolio performance across different timeframes

Select portfolios to view performance comparison

spectra Portfolios

3 variants

Spectra

Universe: 20
Sharpe: 5.49Vol: 14.8%DD: -1.2%

Spectra

Universe: 30
Sharpe: 4.03Vol: 12.8%DD: -2.0%

Spectra

Universe: 40
Sharpe: 1.92Vol: 13.8%DD: -2.5%

spectra_adaptive Portfolios

3 variants

Spectra Adaptive

Universe: 20
Sharpe: 4.98Vol: 4.3%DD: -0.4%

Spectra Adaptive

Universe: 30
Sharpe: 1.74Vol: 3.9%DD: -0.8%

Spectra Adaptive

Universe: 40
Sharpe: 0.96Vol: 4.4%DD: -0.9%

spectra_highturnover Portfolios

3 variants

Spectra High-Turnover

Universe: 20
Sharpe: 3.23Vol: 16.7%DD: -3.4%

Spectra High-Turnover

Universe: 30
Sharpe: 0.79Vol: 13.1%DD: -2.8%

Spectra High-Turnover

Universe: 40
Sharpe: -0.99Vol: 15.3%DD: -3.2%

Foundational Portfolios

3 variants

Foundational Factors

Universe: 20
Sharpe: 1.77Vol: 11.5%DD: -1.4%

Foundational Factors

Universe: 30
Sharpe: -0.77Vol: 12.1%DD: -2.3%

Foundational Factors

Universe: 40
Sharpe: -0.63Vol: 10.7%DD: -2.5%

foundational_adaptive Portfolios

3 variants

Foundational Adaptive

Universe: 20
Sharpe: 1.19Vol: 3.3%DD: -0.5%

Foundational Adaptive

Universe: 30
Sharpe: -0.68Vol: 3.3%DD: -0.7%

Foundational Adaptive

Universe: 40
Sharpe: -1.06Vol: 2.6%DD: -0.7%

altair Portfolios

3 variants

Altair

Universe: 20
Sharpe: 2.51Vol: 22.6%DD: -4.8%

Altair

Universe: 30
Sharpe: 1.68Vol: 20.8%DD: -3.5%

Altair

Universe: 40
Sharpe: 1.89Vol: 19.1%DD: -3.6%

margin_risk Portfolios

3 variants

Margin Risk

Universe: 20
Sharpe: 3.86Vol: 17.1%DD: -2.9%

Margin Risk

Universe: 30
Sharpe: 5.03Vol: 14.5%DD: -2.8%

Margin Risk

Universe: 40
Sharpe: 2.45Vol: 15.8%DD: -3.0%

retail_flow Portfolios

3 variants

Retail Flow

Universe: 20
Sharpe: -0.57Vol: 16.5%DD: -4.2%

Retail Flow

Universe: 30
Sharpe: -0.89Vol: 12.2%DD: -3.3%

Retail Flow

Universe: 40
Sharpe: -1.88Vol: 10.5%DD: -4.0%

mean_reversion_enhanced Portfolios

3 variants

Enhanced Mean Reversion

Universe: 20
Sharpe: 5.44Vol: 10.6%DD: -1.2%

Enhanced Mean Reversion

Universe: 30
Sharpe: 4.78Vol: 9.5%DD: -1.0%

Enhanced Mean Reversion

Universe: 40
Sharpe: 3.55Vol: 9.3%DD: -1.0%

instantaneous_momentum Portfolios

3 variants

Instantaneous Momentum

Universe: 20
Sharpe: 0.61Vol: 17.8%DD: -2.9%

Instantaneous Momentum

Universe: 30
Sharpe: -1.05Vol: 17.9%DD: -3.6%

Instantaneous Momentum

Universe: 40
Sharpe: -3.32Vol: 16.1%DD: -4.4%

polaris Portfolios

3 variants

Polaris

Universe: 20
Sharpe: -3.10Vol: 22.9%DD: -9.0%

Polaris

Universe: 30
Sharpe: -4.17Vol: 18.5%DD: -6.7%

Polaris

Universe: 40
Sharpe: -4.98Vol: 16.9%DD: -7.2%

relative_illiquidity Portfolios

3 variants

Relative Illiquidity

Universe: 20
Sharpe: 2.33Vol: 18.8%DD: -3.2%

Relative Illiquidity

Universe: 30
Sharpe: 4.62Vol: 14.8%DD: -1.7%

Relative Illiquidity

Universe: 40
Sharpe: 2.42Vol: 15.5%DD: -1.9%

supply_velocity Portfolios

3 variants

Supply Velocity

Universe: 20
Sharpe: 3.04Vol: 16.2%DD: -2.6%

Supply Velocity

Universe: 30
Sharpe: 2.69Vol: 21.1%DD: -3.3%

Supply Velocity

Universe: 40
Sharpe: 2.12Vol: 20.7%DD: -3.2%

momentum_enhanced Portfolios

3 variants

Enhanced Momentum

Universe: 20
Sharpe: -1.57Vol: 17.1%DD: -5.3%

Enhanced Momentum

Universe: 30
Sharpe: -2.83Vol: 15.0%DD: -3.6%

Enhanced Momentum

Universe: 40
Sharpe: -3.55Vol: 13.6%DD: -4.2%

mean_reversion Portfolios

3 variants

Mean Reversion

Universe: 20
Sharpe: 3.95Vol: 16.8%DD: -2.8%

Mean Reversion

Universe: 30
Sharpe: 1.26Vol: 18.0%DD: -4.5%

Mean Reversion

Universe: 40
Sharpe: -0.49Vol: 17.6%DD: -5.2%

trend_longonly_adaptive Portfolios

3 variants

Trend Consensus Adaptive (Long-Only)

Universe: 20
Sharpe: -0.17Vol: 4.9%DD: -1.3%

Trend Consensus Adaptive (Long-Only)

Universe: 30
Sharpe: -1.55Vol: 5.9%DD: -1.4%

Trend Consensus Adaptive (Long-Only)

Universe: 40
Sharpe: -3.07Vol: 5.8%DD: -1.9%

carry_enhanced Portfolios

3 variants

Enhanced Carry

Universe: 20
Sharpe: -1.31Vol: 13.9%DD: -3.1%

Enhanced Carry

Universe: 30
Sharpe: -1.09Vol: 14.2%DD: -3.8%

Enhanced Carry

Universe: 40
Sharpe: 0.33Vol: 12.3%DD: -2.6%

instantaneous_volatility Portfolios

3 variants

Instantaneous Volatility

Universe: 20
Sharpe: 1.16Vol: 16.4%DD: -4.5%

Instantaneous Volatility

Universe: 30
Sharpe: 2.95Vol: 13.9%DD: -3.4%

Instantaneous Volatility

Universe: 40
Sharpe: 5.38Vol: 12.7%DD: -1.8%

open_interest_divergence Portfolios

3 variants

Open Interest Divergence

Universe: 20
Sharpe: 2.85Vol: 19.8%DD: -3.3%

Open Interest Divergence

Universe: 30
Sharpe: 4.68Vol: 17.0%DD: -2.3%

Open Interest Divergence

Universe: 40
Sharpe: 2.01Vol: 16.5%DD: -2.2%

Momentum Portfolios

3 variants

Momentum

Universe: 20
Sharpe: 0.22Vol: 20.0%DD: -4.5%

Momentum

Universe: 30
Sharpe: -0.77Vol: 18.1%DD: -3.4%

Momentum

Universe: 40
Sharpe: -0.93Vol: 16.7%DD: -2.7%
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