+324.2%
SMH vs UDR
-20.3%
+344.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | +1.4% | -3.4% | +4.8% | +2.7% |
| 30D | -2.2% | -5.4% | +3.2% | -0.2% |
| 3M | -1.9% | -10.0% | +8.1% | +1.4% |
| 6M | +41.0% | -2.5% | +43.6% | +40.3% |
| YTD | +55.6% | -1.1% | +56.7% | +53.3% |
| 1Y | +86.8% | -3.9% | +90.7% | +86.0% |
| 3Y | +277.7% | +3.4% | +274.2% | +254.6% |
| 5Y | +324.2% | -18.9% | +343.0% | +381.1% |
| All | +324.2% | -20.3% | +344.4% | +381.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling