+333.7%
SYF vs CAKE
+218.7%
+115.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | +2.6% | -1.1% | +3.7% | +3.1% |
| 30D | 0.0% | +0.4% | -0.4% | -0.6% |
| 3M | +11.9% | +59.9% | -48.0% | -10.2% |
| 6M | +18.9% | +75.1% | -56.2% | -8.9% |
| YTD | -4.6% | +115.0% | -119.6% | -33.7% |
| 1Y | +6.4% | +81.6% | -75.2% | -20.7% |
| 3Y | +167.2% | +279.1% | -111.9% | +40.9% |
| 5Y | +92.3% | +170.6% | -78.3% | +11.7% |
| 10Y | +263.2% | +160.3% | +102.9% | +64.8% |
| All | +333.7% | +218.7% | +115.1% | +95.9% |
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 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