+1,817.6%
SMH vs CAKE
+155.4%
+1,662.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.1% |
| 7D | +0.3% | -4.5% | +4.8% | +1.4% |
| 30D | -2.8% | -12.4% | +9.7% | +0.2% |
| 3M | -6.7% | +37.3% | -44.1% | -14.8% |
| 6M | +41.8% | +70.7% | -28.9% | +22.0% |
| YTD | +57.9% | +106.0% | -48.1% | +29.1% |
| 1Y | +87.6% | +79.7% | +8.0% | +58.3% |
| 3Y | +282.9% | +267.8% | +15.2% | +165.2% |
| 5Y | +330.4% | +159.9% | +170.5% | +214.0% |
| All | +1,817.6% | +155.4% | +1,662.2% | +1,101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling