+216.5%
SLV vs UDR
+47.3%
+169.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.7% | -4.6% | -5.2% |
| 7D | -5.0% | -3.4% | -1.7% | -4.5% |
| 30D | -1.8% | -5.4% | +3.6% | -0.9% |
| 3M | -0.3% | -10.0% | +9.7% | +1.3% |
| 6M | -28.2% | -2.5% | -25.7% | -28.1% |
| YTD | -10.7% | -1.1% | -9.6% | -10.8% |
| 1Y | +53.7% | -3.9% | +57.6% | +54.2% |
| 3Y | +173.7% | +3.4% | +170.2% | +169.7% |
| 5Y | +161.5% | -18.9% | +180.4% | +164.9% |
| All | +216.5% | +47.3% | +169.2% | +208.6% |
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 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