+27.6%
CAVA vs SMTC
+631.3%
-603.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.1% | -1.6% | +2.6% |
| 7D | -8.0% | +13.1% | -21.1% | -10.0% |
| 30D | -19.6% | +19.5% | -39.0% | -22.6% |
| 3M | -36.7% | +2.2% | -38.9% | -38.3% |
| 6M | -30.6% | +94.9% | -125.5% | -42.5% |
| YTD | -4.8% | +127.0% | -131.7% | -24.4% |
| 1Y | -13.1% | +174.6% | -187.7% | -34.7% |
| 3Y | +48.8% | +615.9% | -567.1% | -16.0% |
| All | +27.6% | +631.3% | -603.6% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling