+34.8%
SMCI vs UDR
+3.4%
+31.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.2% | -3.7% |
| 7D | -1.3% | -3.4% | +2.1% | 0.0% |
| 30D | +18.3% | -5.4% | +23.7% | +20.7% |
| 3M | +27.7% | -10.0% | +37.7% | +31.6% |
| 6M | +17.6% | -2.5% | +20.1% | +16.0% |
| YTD | +27.7% | -1.1% | +28.8% | +25.3% |
| 1Y | -14.9% | -3.9% | -11.0% | -15.4% |
| All | +34.8% | +3.4% | +31.4% | +20.9% |
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 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