+20.1%
SM vs UDR
+47.3%
-27.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +1.0% |
| 7D | +2.1% | -3.4% | +5.5% | +4.6% |
| 30D | +18.1% | -5.4% | +23.6% | +22.5% |
| 3M | +17.0% | -10.0% | +26.9% | +25.2% |
| 6M | +55.4% | -2.5% | +58.0% | +54.8% |
| YTD | +108.6% | -1.1% | +109.7% | +104.9% |
| 1Y | +45.7% | -3.9% | +49.6% | +45.6% |
| 3Y | -0.3% | +3.4% | -3.8% | -8.5% |
| 5Y | +113.0% | -18.9% | +131.9% | +134.3% |
| All | +20.1% | +47.3% | -27.1% | +21.7% |
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 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