+282.9%
SMH vs UDR
+3.3%
+279.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | +0.3% | -3.5% | +3.7% | +0.9% |
| 30D | -2.8% | -5.3% | +2.5% | -1.9% |
| 3M | -6.7% | -9.5% | +2.8% | -5.4% |
| 6M | +41.8% | -0.7% | +42.4% | +39.7% |
| YTD | +57.9% | -1.2% | +59.0% | +55.6% |
| 1Y | +87.6% | -5.7% | +93.4% | +87.9% |
| 3Y | +282.9% | +3.7% | +279.2% | +272.0% |
| All | +282.9% | +3.3% | +279.6% | +272.0% |
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