+333.1%
SLV vs UDR
+225.3%
+107.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -2.0% | +1.7% | -0.1% |
| 30D | +6.7% | -5.2% | +11.9% | +7.3% |
| 3M | -10.7% | -5.8% | -4.9% | -10.2% |
| 6M | -20.6% | -1.7% | -18.9% | -20.5% |
| YTD | -7.1% | +2.4% | -9.5% | -7.5% |
| 1Y | +62.0% | -2.1% | +64.1% | +62.1% |
| 3Y | +169.8% | +4.2% | +165.6% | +166.9% |
| 5Y | +161.5% | -20.0% | +181.4% | +165.0% |
| 10Y | +224.4% | +44.6% | +179.8% | +204.7% |
| All | +333.1% | +225.3% | +107.9% | +238.7% |
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 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