+15.6%
SM vs UDR
+53.3%
-37.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.2% | +6.3% | +6.0% |
| 7D | +10.6% | -2.4% | +13.0% | +12.4% |
| 30D | -15.0% | +6.7% | -21.7% | -19.5% |
| 3M | +1.7% | -1.8% | +3.4% | +1.7% |
| 6M | +5.9% | -1.8% | +7.7% | +5.1% |
| YTD | +79.0% | +2.5% | +76.5% | +69.7% |
| 1Y | +84.7% | +7.9% | +76.8% | +68.2% |
| 3Y | -3.5% | +25.1% | -28.5% | -24.2% |
| 5Y | +4.9% | -21.2% | +26.1% | +18.5% |
| All | +15.6% | +53.3% | -37.7% | +13.7% |
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