+8,153.7%
STLD vs CAKE
+3,469.5%
+4,684.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | +3.1% | -4.0% | +7.2% | +4.6% |
| 30D | -9.0% | +2.4% | -11.4% | -9.9% |
| 3M | -12.4% | +69.0% | -81.3% | -27.8% |
| 6M | +25.5% | +69.3% | -43.8% | +2.9% |
| YTD | +43.6% | +115.8% | -72.2% | +7.9% |
| 1Y | +87.2% | +79.3% | +7.8% | +49.3% |
| 3Y | +135.2% | +262.0% | -126.8% | +42.7% |
| 5Y | +290.9% | +165.7% | +125.2% | +150.0% |
| 10Y | +1,113.5% | +158.9% | +954.6% | +574.2% |
| All | +8,153.7% | +3,469.5% | +4,684.2% | +2,271.8% |
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 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