+3,365.1%
SIMO vs UDR
+290.8%
+3,074.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | -2.0% | +6.2% | +5.1% |
| 30D | +4.1% | -5.2% | +9.3% | +6.3% |
| 3M | -12.9% | -5.8% | -7.1% | -11.7% |
| 6M | +110.3% | -1.7% | +112.0% | +109.3% |
| YTD | +178.6% | +2.4% | +176.2% | +172.1% |
| 1Y | +220.0% | -2.1% | +222.1% | +217.3% |
| 3Y | +409.0% | +4.2% | +404.8% | +386.4% |
| 5Y | +277.3% | -20.0% | +297.3% | +294.7% |
| 10Y | +506.6% | +44.6% | +462.0% | +359.4% |
| All | +3,365.1% | +290.8% | +3,074.3% | +1,406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling