+151.5%
CAKE vs SFM
+271.4%
-119.9%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -4.5% | -10.6% | +6.1% | -2.7% |
| 30D | -12.4% | -15.5% | +3.0% | -9.9% |
| 3M | +37.3% | -17.4% | +54.8% | +41.5% |
| 6M | +70.7% | -3.4% | +74.2% | +70.3% |
| YTD | +106.0% | -8.7% | +114.7% | +107.0% |
| 1Y | +79.7% | -47.2% | +126.8% | +97.3% |
| 3Y | +267.8% | +82.7% | +185.1% | +223.0% |
| 5Y | +159.9% | +214.3% | -54.4% | +102.5% |
| All | +151.5% | +271.4% | -119.9% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling