+1,826.0%
SGI vs CAKE
+396.2%
+1,429.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.4% | -0.3% |
| 7D | +0.6% | -4.6% | +5.2% | +2.8% |
| 30D | +5.5% | -6.6% | +12.1% | +8.4% |
| 3M | -3.6% | +52.9% | -56.5% | -22.9% |
| 6M | -15.0% | +65.7% | -80.8% | -34.9% |
| YTD | -23.0% | +107.8% | -130.8% | -47.6% |
| 1Y | -18.4% | +78.5% | -96.9% | -40.8% |
| 3Y | +57.8% | +266.4% | -208.6% | -22.3% |
| 5Y | +51.5% | +159.6% | -108.2% | -15.6% |
| 10Y | +275.2% | +156.6% | +118.6% | +62.9% |
| All | +1,826.0% | +396.2% | +1,429.8% | +300.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling