+118.2%
SRE vs CAKE
+155.4%
-37.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.0% |
| 7D | -0.8% | -4.5% | +3.7% | -0.1% |
| 30D | -3.0% | -12.4% | +9.4% | -1.0% |
| 3M | -8.3% | +37.3% | -45.6% | -13.6% |
| 6M | -8.9% | +70.7% | -79.6% | -17.6% |
| YTD | -4.3% | +106.0% | -110.3% | -16.5% |
| 1Y | +2.7% | +79.7% | -76.9% | -8.4% |
| 3Y | +28.7% | +267.8% | -239.1% | -0.9% |
| 5Y | +47.1% | +159.9% | -112.7% | +16.8% |
| All | +118.2% | +155.4% | -37.2% | +38.6% |
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 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