+15.5%
SM vs UDR
+54.6%
-39.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.7% |
| 7D | +9.4% | -0.4% | +9.8% | +9.6% |
| 30D | -14.4% | +7.8% | -22.1% | -19.5% |
| 3M | +1.6% | -2.8% | +4.3% | +2.4% |
| 6M | +6.3% | -1.4% | +7.8% | +5.4% |
| YTD | +78.8% | +3.4% | +75.4% | +68.4% |
| 1Y | +83.1% | +9.9% | +73.3% | +64.6% |
| 3Y | -5.9% | +28.5% | -34.4% | -27.6% |
| 5Y | +4.8% | -20.5% | +25.3% | +17.7% |
| All | +15.5% | +54.6% | -39.2% | +12.9% |
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