-10.4%
SM vs UDR
+27.7%
-38.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.8% | +5.6% |
| 7D | +0.3% | -1.8% | +2.1% | +0.8% |
| 30D | -17.3% | +7.9% | -25.2% | -19.6% |
| 3M | -3.6% | -0.8% | -2.8% | -3.6% |
| 6M | +2.9% | 0.0% | +2.9% | +2.1% |
| YTD | +70.2% | +3.7% | +66.5% | +65.6% |
| 1Y | +66.5% | +8.5% | +58.0% | +58.1% |
| All | -10.4% | +27.7% | -38.2% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling