+3,501.2%
STT vs CAKE
+4,004.5%
-503.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +2.2% | -1.1% | +3.2% | +2.5% |
| 30D | +3.9% | +0.4% | +3.5% | +3.5% |
| 3M | +19.2% | +59.9% | -40.7% | +1.4% |
| 6M | +60.4% | +75.1% | -14.7% | +31.8% |
| YTD | +51.5% | +115.0% | -63.6% | +16.2% |
| 1Y | +76.3% | +81.6% | -5.3% | +42.2% |
| 3Y | +200.7% | +279.1% | -78.4% | +85.9% |
| 5Y | +157.5% | +170.6% | -13.2% | +70.1% |
| 10Y | +262.0% | +160.3% | +101.7% | +111.1% |
| All | +3,501.2% | +4,004.5% | -503.3% | +1,054.2% |
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