+2,101.2%
SIMO vs UDR
+296.2%
+1,805.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.2% | +5.3% | +4.6% |
| 7D | -22.0% | +3.0% | -25.0% | -23.1% |
| 30D | -43.0% | +10.3% | -53.3% | -45.5% |
| 3M | -39.1% | -2.9% | -36.2% | -38.9% |
| 6M | -33.3% | +0.3% | -33.6% | -34.6% |
| YTD | +77.0% | +3.8% | +73.2% | +70.6% |
| 1Y | +73.0% | +12.7% | +60.3% | +61.0% |
| 3Y | +215.7% | +27.6% | +188.1% | +176.0% |
| 5Y | +155.6% | -18.6% | +174.2% | +164.1% |
| 10Y | +388.4% | +52.4% | +336.0% | +259.6% |
| All | +2,101.2% | +296.2% | +1,805.0% | +844.6% |
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 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