+1,237.1%
SMH vs CAKE
+954.6%
+282.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.4% | -0.1% | -1.7% |
| 7D | +1.4% | -5.6% | +7.0% | +3.3% |
| 30D | -2.2% | -10.5% | +8.3% | +1.0% |
| 3M | -1.9% | +43.6% | -45.5% | -14.1% |
| 6M | +41.0% | +63.0% | -22.0% | +17.7% |
| YTD | +55.6% | +102.9% | -47.3% | +20.3% |
| 1Y | +86.8% | +75.6% | +11.2% | +50.6% |
| 3Y | +277.7% | +257.7% | +19.9% | +134.0% |
| 5Y | +324.2% | +156.0% | +168.2% | +182.4% |
| 10Y | +1,828.6% | +150.5% | +1,678.1% | +956.7% |
| All | +1,237.1% | +954.6% | +282.6% | +225.4% |
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