+447.8%
SN vs CAKE
+218.8%
+228.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +1.6% |
| 7D | +1.5% | +2.5% | -0.9% | +0.5% |
| 30D | +21.5% | -3.1% | +24.6% | +23.0% |
| 3M | +20.0% | -2.2% | +22.3% | +20.5% |
| 6M | +119.9% | +94.1% | +25.9% | +59.0% |
| YTD | +102.3% | +119.4% | -17.1% | +37.1% |
| 1Y | +148.0% | +141.4% | +6.6% | +60.5% |
| 3Y | +450.0% | +273.6% | +176.4% | +207.4% |
| All | +447.8% | +218.8% | +228.9% | +196.7% |
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