+303.6%
SIMO vs UDR
-18.0%
+321.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.4% |
| 7D | +14.6% | -2.1% | +16.7% | +15.2% |
| 30D | +6.2% | -5.6% | +11.8% | +7.8% |
| 3M | +3.6% | -5.8% | +9.3% | +4.2% |
| 6M | +130.8% | -1.1% | +131.9% | +128.0% |
| YTD | +195.8% | +1.6% | +194.2% | +189.0% |
| 1Y | +225.0% | -2.7% | +227.7% | +221.8% |
| 3Y | +452.3% | +6.3% | +446.0% | +431.4% |
| 5Y | +303.6% | -19.3% | +322.9% | +334.9% |
| All | +303.6% | -18.0% | +321.6% | +334.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling