+172.7%
SLV vs UDR
-20.7%
+193.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.2% | +2.7% |
| 7D | +2.8% | -3.3% | +6.0% | +3.5% |
| 30D | +2.2% | -5.6% | +7.8% | +3.5% |
| 3M | +2.9% | -9.4% | +12.3% | +5.0% |
| 6M | -22.4% | -3.0% | -19.5% | -22.2% |
| YTD | -5.7% | -0.4% | -5.4% | -6.0% |
| 1Y | +63.3% | -5.1% | +68.5% | +64.5% |
| 3Y | +189.0% | +4.2% | +184.8% | +181.5% |
| 5Y | +172.7% | -19.5% | +192.2% | +178.2% |
| All | +172.7% | -20.7% | +193.3% | +178.2% |
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 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