+644.6%
STM vs CAKE
+151.6%
+493.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.9% |
| 7D | -1.1% | -5.6% | +4.6% | +0.6% |
| 30D | -7.8% | -10.5% | +2.7% | -5.1% |
| 3M | -28.2% | +43.6% | -71.8% | -36.2% |
| 6M | +52.0% | +63.0% | -11.1% | +28.9% |
| YTD | +96.4% | +102.9% | -6.5% | +55.7% |
| 1Y | +98.8% | +75.6% | +23.2% | +64.2% |
| 3Y | +18.3% | +257.7% | -239.4% | -21.8% |
| 5Y | +17.7% | +156.0% | -138.3% | -17.4% |
| All | +644.6% | +151.6% | +493.0% | +296.7% |
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 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