+1,199.1%
SPXL vs CAKE
+155.4%
+1,043.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.9% | +1.6% |
| 7D | -2.5% | -4.5% | +2.0% | +0.1% |
| 30D | -4.2% | -12.4% | +8.2% | +2.7% |
| 3M | +8.1% | +37.3% | -29.2% | -12.5% |
| 6M | +35.6% | +70.7% | -35.1% | -4.6% |
| YTD | +28.8% | +106.0% | -77.2% | -19.6% |
| 1Y | +39.8% | +79.7% | -39.8% | -6.2% |
| 3Y | +221.4% | +267.8% | -46.4% | +37.4% |
| 5Y | +146.9% | +159.9% | -13.0% | +25.2% |
| All | +1,199.1% | +155.4% | +1,043.6% | +376.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling