+388.8%
SIMO vs UDR
+54.6%
+334.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -5.8% |
| 7D | +4.1% | -0.4% | +4.5% | +4.2% |
| 30D | -24.0% | +7.8% | -31.7% | -25.6% |
| 3M | -31.8% | -2.8% | -29.0% | -31.6% |
| 6M | -36.9% | -1.4% | -35.4% | -37.5% |
| YTD | +84.8% | +3.4% | +81.4% | +80.2% |
| 1Y | +99.0% | +9.9% | +89.1% | +90.4% |
| 3Y | +217.9% | +28.5% | +189.4% | +190.4% |
| 5Y | +171.5% | -20.5% | +192.0% | +181.0% |
| All | +388.8% | +54.6% | +334.1% | +365.5% |
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