+19.5%
SNPS vs CAKE
+152.3%
-132.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.6% |
| 7D | -4.6% | -5.6% | +1.0% | -3.3% |
| 30D | -3.3% | -10.5% | +7.2% | -1.1% |
| 3M | -13.8% | +43.6% | -57.4% | -22.4% |
| 6M | -8.2% | +63.0% | -71.2% | -20.6% |
| YTD | -15.4% | +102.9% | -118.3% | -31.5% |
| 1Y | +2.4% | +75.6% | -73.2% | -13.9% |
| 3Y | -13.5% | +257.7% | -271.2% | -41.5% |
| 5Y | +19.5% | +156.0% | -136.5% | -17.8% |
| All | +19.5% | +152.3% | -132.9% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling