+549.0%
SIMO vs UDR
+47.3%
+501.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.7% | -3.7% | -4.3% |
| 7D | +12.5% | -3.4% | +15.9% | +13.5% |
| 30D | +18.4% | -5.4% | +23.8% | +20.0% |
| 3M | +5.6% | -10.0% | +15.6% | +7.8% |
| 6M | +116.9% | -2.5% | +119.5% | +116.0% |
| YTD | +188.4% | -1.1% | +189.5% | +185.6% |
| 1Y | +221.3% | -3.9% | +225.2% | +220.3% |
| 3Y | +438.6% | +3.4% | +435.1% | +424.0% |
| 5Y | +287.9% | -18.9% | +306.8% | +300.3% |
| All | +549.0% | +47.3% | +501.7% | +529.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling