+596.0%
SIMO vs UDR
+47.2%
+548.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.1% | +7.3% | +7.3% |
| 7D | +11.0% | -3.5% | +14.5% | +12.0% |
| 30D | +17.9% | -5.3% | +23.2% | +19.5% |
| 3M | +3.9% | -9.5% | +13.4% | +5.9% |
| 6M | +131.0% | -0.7% | +131.7% | +128.8% |
| YTD | +209.3% | -1.2% | +210.5% | +206.4% |
| 1Y | +223.8% | -5.7% | +229.5% | +224.5% |
| 3Y | +479.2% | +3.7% | +475.5% | +463.2% |
| 5Y | +316.0% | -18.9% | +335.0% | +329.4% |
| All | +596.0% | +47.2% | +548.9% | +574.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded UDR 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling