+99.1%
SLV vs UDR
-19.1%
+118.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | +3.7% | +2.0% | +1.6% | +3.2% |
| 30D | -15.2% | +7.9% | -23.1% | -16.6% |
| 3M | -21.8% | -1.5% | -20.3% | -21.6% |
| 6M | -36.3% | +0.9% | -37.2% | -36.7% |
| YTD | -27.8% | +4.0% | -31.9% | -28.8% |
| 1Y | +1.5% | +10.4% | -8.9% | -1.1% |
| 3Y | +128.5% | +26.9% | +101.6% | +112.3% |
| All | +99.1% | -19.1% | +118.2% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling