-36.9%
SIMO vs CAKE
+81.3%
-118.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -5.3% |
| 7D | +4.1% | +2.5% | +1.6% | +4.4% |
| 30D | -24.0% | -3.1% | -20.9% | -23.9% |
| 3M | -31.8% | -2.2% | -29.6% | -31.7% |
| 6M | -36.9% | +94.1% | -130.9% | -26.4% |
| All | -36.9% | +81.3% | -118.1% | -26.4% |
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 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