+44.4%
SITM vs UDR
+14.9%
+29.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.6% | -12.9% | -7.2% |
| 7D | -19.5% | +7.2% | -26.8% | -16.1% |
| 30D | -43.2% | +10.5% | -53.7% | -39.9% |
| 3M | -30.8% | -2.3% | -28.6% | -30.3% |
| 6M | -28.6% | +4.0% | -32.6% | -29.3% |
| YTD | +14.2% | +5.6% | +8.6% | +14.2% |
| 1Y | +44.4% | +13.0% | +31.3% | +60.4% |
| All | +44.4% | +14.9% | +29.5% | +60.4% |
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