+62.1%
SPG vs CAKE
+155.4%
-93.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.5% |
| 7D | -1.2% | -4.5% | +3.4% | +0.7% |
| 30D | -6.1% | -12.4% | +6.3% | -1.3% |
| 3M | -3.6% | +37.3% | -41.0% | -16.6% |
| 6M | +10.4% | +70.7% | -60.3% | -13.5% |
| YTD | +14.4% | +106.0% | -91.6% | -17.7% |
| 1Y | +16.5% | +79.7% | -63.1% | -11.7% |
| 3Y | +106.8% | +267.8% | -161.0% | +9.2% |
| 5Y | +108.9% | +159.9% | -51.0% | +20.3% |
| All | +62.1% | +155.4% | -93.3% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling