+111.5%
SIMO vs CAKE
+78.9%
+32.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.4% | +8.3% | +8.7% |
| 7D | +4.2% | -4.0% | +8.2% | +3.8% |
| 30D | +4.1% | +2.4% | +1.7% | +5.1% |
| 3M | -12.9% | +69.0% | -81.8% | -8.5% |
| All | +111.5% | +78.9% | +32.6% | +119.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling