-13.1%
CAVA vs SMTC
+169.6%
-182.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +3.3% |
| 7D | -8.0% | +13.1% | -21.1% | -8.4% |
| 30D | -19.6% | +19.5% | -39.0% | -20.0% |
| 3M | -36.7% | +2.2% | -38.9% | -36.4% |
| 6M | -30.6% | +94.9% | -125.5% | -37.1% |
| YTD | -4.8% | +127.0% | -131.7% | -15.8% |
| 1Y | -13.1% | +174.6% | -187.7% | -25.4% |
| All | -13.1% | +169.6% | -182.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling