+165.5%
SITM vs UDR
-1.4%
+167.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.6% |
| 7D | +9.7% | -2.0% | +11.7% | +9.0% |
| 30D | +12.7% | -5.2% | +17.9% | +10.9% |
| 3M | -13.4% | -5.8% | -7.6% | -15.5% |
| 6M | +59.6% | -1.7% | +61.3% | +52.6% |
| YTD | +73.3% | +2.4% | +70.9% | +67.6% |
| 1Y | +165.5% | -2.1% | +167.7% | +181.8% |
| All | +165.5% | -1.4% | +167.0% | +181.8% |
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