-100.0%
SOXS vs CAVA
+33.0%
-133.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +3.5% | -9.0% | -3.4% |
| 7D | -4.7% | -8.0% | +3.3% | -9.3% |
| 30D | +7.7% | -19.6% | +27.3% | -5.4% |
| 3M | -10.2% | -36.7% | +26.5% | -32.1% |
| 6M | -99.2% | -30.6% | -68.6% | -99.3% |
| YTD | -99.5% | -4.8% | -94.7% | -99.5% |
| 1Y | -99.8% | -13.1% | -86.6% | -99.7% |
| 3Y | -100.0% | +48.8% | -148.8% | -100.0% |
| All | -100.0% | +33.0% | -133.0% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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