+108.7%
SPG vs CAKE
+152.3%
-43.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.7% |
| 7D | -2.2% | -5.6% | +3.4% | -0.6% |
| 30D | -5.8% | -10.5% | +4.8% | -3.1% |
| 3M | -2.8% | +43.6% | -46.4% | -13.3% |
| 6M | +8.9% | +63.0% | -54.2% | -6.8% |
| YTD | +14.3% | +102.9% | -88.6% | -8.8% |
| 1Y | +19.5% | +75.6% | -56.1% | -0.7% |
| 3Y | +106.9% | +257.7% | -150.9% | +33.7% |
| 5Y | +108.7% | +156.0% | -47.3% | +40.9% |
| All | +108.7% | +152.3% | -43.6% | +40.9% |
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