-100.0%
SOXS vs CAKE
+420.6%
-520.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -4.2% |
| 7D | -4.7% | -4.5% | -0.2% | -8.6% |
| 30D | +7.7% | -12.4% | +20.2% | -5.0% |
| 3M | -10.2% | +37.3% | -47.5% | +18.4% |
| 6M | -99.2% | +70.7% | -169.9% | -97.5% |
| YTD | -99.5% | +106.0% | -205.5% | -98.1% |
| 1Y | -99.8% | +79.7% | -179.4% | -99.2% |
| 3Y | -100.0% | +267.8% | -367.8% | -99.8% |
| 5Y | -100.0% | +159.9% | -259.9% | -100.0% |
| 10Y | -100.0% | +154.3% | -254.3% | -100.0% |
| All | -100.0% | +420.6% | -520.6% | -100.0% |
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