+92.6%
SMTC vs CAKE
+72.3%
+20.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.4% | +4.2% | +0.3% |
| 7D | +22.5% | -4.6% | +27.0% | +21.6% |
| 30D | +24.9% | -6.6% | +31.5% | +23.7% |
| 3M | +4.1% | +52.9% | -48.8% | +9.8% |
| 6M | +92.6% | +65.7% | +26.8% | +104.4% |
| All | +92.6% | +72.3% | +20.2% | +104.4% |
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