+1,608.3%
SM vs UDR
+1,839.8%
-231.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.1% | -2.0% | +2.1% | +1.0% |
| 30D | +26.3% | -5.2% | +31.5% | +29.2% |
| 3M | +8.7% | -5.8% | +14.5% | +11.3% |
| 6M | +51.7% | -1.7% | +53.4% | +51.0% |
| YTD | +99.0% | +2.4% | +96.7% | +94.2% |
| 1Y | +34.6% | -2.1% | +36.7% | +33.7% |
| 3Y | -7.8% | +4.2% | -12.0% | -11.8% |
| 5Y | +104.8% | -20.0% | +124.8% | +120.2% |
| 10Y | +7.2% | +44.6% | -37.4% | -6.1% |
| All | +1,608.3% | +1,839.8% | -231.5% | +551.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling