+19.6%
STM vs CAKE
+264.8%
-245.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.5% | +0.3% |
| 7D | +1.7% | -4.6% | +6.2% | +3.2% |
| 30D | -5.2% | -6.6% | +1.4% | -3.5% |
| 3M | -29.6% | +52.9% | -82.5% | -40.5% |
| 6M | +54.4% | +65.7% | -11.4% | +25.2% |
| YTD | +99.5% | +107.8% | -8.3% | +46.9% |
| 1Y | +100.8% | +78.5% | +22.3% | +56.6% |
| All | +19.6% | +264.8% | -245.3% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling