+99.1%
STM vs CAKE
+78.0%
+21.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | -1.4% | -4.5% | +3.1% | -0.7% |
| 30D | -4.9% | -12.4% | +7.5% | -3.1% |
| 3M | -34.0% | +37.3% | -71.3% | -39.3% |
| 6M | +51.8% | +70.7% | -18.9% | +28.8% |
| YTD | +99.4% | +106.0% | -6.6% | +54.0% |
| 1Y | +99.1% | +79.7% | +19.4% | +58.9% |
| All | +99.1% | +78.0% | +21.0% | +58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling