+1,770.3%
SMCI vs UDR
+47.2%
+1,723.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.3% | +7.3% |
| 7D | +1.3% | -3.5% | +4.8% | +2.9% |
| 30D | +6.6% | -5.3% | +11.9% | +9.1% |
| 3M | +25.4% | -9.5% | +35.0% | +29.9% |
| 6M | +26.1% | -0.7% | +26.8% | +25.0% |
| YTD | +37.0% | -1.2% | +38.2% | +36.3% |
| 1Y | -8.8% | -5.7% | -3.0% | -7.7% |
| 3Y | +44.6% | +3.7% | +40.9% | +37.9% |
| 5Y | +995.9% | -18.9% | +1,014.9% | +1,055.5% |
| All | +1,770.3% | +47.2% | +1,723.1% | +1,524.3% |
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 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