+145.2%
SPXL vs CAKE
+157.8%
-12.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 6M | +35.6% | +70.7% | -35.1% | -5.8% |
| YTD | +28.8% | +106.0% | -77.2% | -21.4% |
| 1Y | +39.8% | +79.7% | -39.8% | -7.7% |
| 3Y | +221.4% | +267.8% | -46.4% | +29.0% |
| All | +145.2% | +157.8% | -12.6% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling