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  • SMCI vs UDR✓SelectedUSD · UDRSMCI vs UDR performance historyLatest closeAs of-3.30%09/09
Stock and ETF performance explorer

SMCI vs UDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,344.1%
UDR return
+172.8%
Excess return
+4,171.3%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioUDRExcessAlpha
1D-3.3%-2.0%-1.3%-2.5%
7D+5.2%-3.3%+8.5%+6.7%
30D+23.7%-5.6%+29.4%+26.7%
3M-4.2%-9.4%+5.2%-0.9%
6M+21.7%-3.0%+24.7%+22.2%
YTD+33.0%-0.4%+33.4%+32.2%
1Y-9.3%-5.1%-4.2%-8.4%
3Y+38.7%+4.2%+34.5%+33.3%
5Y+967.2%-19.5%+986.7%+1,030.7%
10Y+1,745.9%+47.9%+1,698.0%+1,361.5%
All+4,344.1%+172.8%+4,171.3%+2,079.1%

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