+47.4%
SGI vs CAKE
+157.8%
-110.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.3% |
| 7D | -4.5% | -4.5% | +0.1% | -2.5% |
| 30D | +4.2% | -12.4% | +16.6% | +9.8% |
| 3M | -7.4% | +37.3% | -44.8% | -21.3% |
| 6M | -15.1% | +70.7% | -85.8% | -35.0% |
| YTD | -24.7% | +106.0% | -130.7% | -47.7% |
| 1Y | -21.8% | +79.7% | -101.4% | -42.5% |
| 3Y | +50.0% | +267.8% | -217.7% | -27.2% |
| All | +47.4% | +157.8% | -110.5% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 5y: compounded portfolio wealth divided by compounded CAKE 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…
5y analysis · Full analysis span regression · 6 months rolling