+4,507.3%
SITM vs UDR
-4.3%
+4,511.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.7% |
| 7D | +8.4% | -2.1% | +10.4% | +9.7% |
| 30D | -17.4% | -5.6% | -11.8% | -14.6% |
| 3M | -9.8% | -5.8% | -4.1% | -8.0% |
| 6M | +83.0% | -1.1% | +84.1% | +80.2% |
| YTD | +69.6% | +1.6% | +68.0% | +63.6% |
| 1Y | +144.9% | -2.7% | +147.6% | +141.6% |
| 3Y | +429.9% | +6.3% | +423.6% | +387.0% |
| 5Y | +169.2% | -19.3% | +188.5% | +192.6% |
| All | +4,507.3% | -4.3% | +4,511.6% | +4,516.1% |
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