-1.5%
SM vs UDR
-19.4%
+17.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.3% | +5.8% | +5.7% |
| 7D | +0.3% | -1.8% | +2.1% | +1.1% |
| 30D | -17.3% | +7.9% | -25.2% | -20.6% |
| 3M | -3.6% | -0.8% | -2.8% | -3.8% |
| 6M | +2.9% | 0.0% | +2.9% | +1.7% |
| YTD | +70.2% | +3.7% | +66.5% | +63.8% |
| 1Y | +66.5% | +8.5% | +58.0% | +56.1% |
| 3Y | -8.2% | +26.6% | -34.8% | -22.3% |
| 5Y | -1.5% | -20.2% | +18.7% | +18.2% |
| All | -1.5% | -19.4% | +17.9% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling