+293.5%
STLD vs CAKE
+163.4%
+130.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | +1.1% |
| 7D | -2.8% | -4.6% | +1.8% | -1.6% |
| 30D | -10.4% | -6.6% | -3.8% | -8.9% |
| 3M | -10.6% | +52.9% | -63.5% | -21.5% |
| 6M | +32.7% | +65.7% | -33.1% | +13.2% |
| YTD | +42.8% | +107.8% | -65.0% | +13.8% |
| 1Y | +86.9% | +78.5% | +8.5% | +55.1% |
| 3Y | +143.8% | +266.4% | -122.6% | +62.9% |
| 5Y | +293.5% | +159.6% | +133.9% | +168.8% |
| All | +293.5% | +163.4% | +130.1% | +168.8% |
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