+563.4%
SPMO vs CAKE
+131.6%
+431.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.5% | -1.4% |
| 7D | +0.1% | -5.6% | +5.7% | +1.1% |
| 30D | -0.7% | -10.5% | +9.8% | +1.0% |
| 3M | +2.8% | +43.6% | -40.8% | -4.0% |
| 6M | +24.4% | +63.0% | -38.6% | +13.2% |
| YTD | +24.2% | +102.9% | -78.7% | +8.5% |
| 1Y | +24.5% | +75.6% | -51.1% | +11.3% |
| 3Y | +155.6% | +257.7% | -102.1% | +99.1% |
| 5Y | +148.2% | +156.0% | -7.8% | +98.7% |
| 10Y | +514.8% | +150.5% | +364.3% | +318.3% |
| All | +563.4% | +131.6% | +431.8% | +358.7% |
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