+4,532.8%
SITM vs UDR
-6.9%
+4,539.7%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.5% |
| 7D | +4.8% | -3.4% | +8.2% | +7.0% |
| 30D | -9.7% | -5.4% | -4.3% | -6.9% |
| 3M | -9.3% | -10.0% | +0.6% | -4.9% |
| 6M | +69.5% | -2.5% | +72.1% | +68.4% |
| YTD | +70.5% | -1.1% | +71.6% | +67.2% |
| 1Y | +145.3% | -3.9% | +149.1% | +143.6% |
| 3Y | +432.8% | +3.4% | +429.3% | +397.8% |
| 5Y | +174.0% | -18.9% | +192.9% | +197.5% |
| All | +4,532.8% | -6.9% | +4,539.7% | +4,618.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling