+235.5%
SIMO vs UDR
-4.3%
+239.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +1.5% |
| 7D | +14.5% | -3.3% | +17.8% | +13.3% |
| 30D | +20.4% | -5.6% | +26.1% | +18.3% |
| 3M | +7.1% | -9.4% | +16.5% | +3.7% |
| 6M | +129.2% | -3.0% | +132.2% | +116.9% |
| YTD | +201.9% | -0.4% | +202.3% | +184.1% |
| 1Y | +235.5% | -5.1% | +240.6% | +220.5% |
| All | +235.5% | -4.3% | +239.8% | +220.5% |
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 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