+82.0%
SIMO vs UDR
+11.3%
+70.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.8% |
| 7D | -16.0% | +2.0% | -18.1% | -14.7% |
| 30D | -35.8% | +7.9% | -43.7% | -32.7% |
| 3M | -26.5% | -1.5% | -25.0% | -25.5% |
| 6M | -33.0% | +0.9% | -33.9% | -34.2% |
| YTD | +84.3% | +4.0% | +80.3% | +76.6% |
| 1Y | +82.0% | +10.4% | +71.6% | +72.6% |
| All | +82.0% | +11.3% | +70.7% | +72.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling