+319.5%
SN vs CAKE
+213.5%
+106.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -9.3% | -4.0% | -5.3% | -7.7% |
| 30D | -4.8% | +2.4% | -7.2% | -6.4% |
| 3M | +40.4% | +69.0% | -28.5% | +8.6% |
| 6M | +50.9% | +69.3% | -18.3% | +16.4% |
| YTD | +54.9% | +115.8% | -60.8% | +6.1% |
| 1Y | +43.0% | +79.3% | -36.3% | +6.4% |
| 3Y | +391.8% | +262.0% | +129.8% | +174.4% |
| All | +319.5% | +213.5% | +106.0% | +129.6% |
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