+1,269.2%
SMH vs UDR
+1,109.7%
+159.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +5.2% | -2.1% | +7.3% | +6.1% |
| 30D | -1.5% | -5.6% | +4.1% | +0.6% |
| 3M | -4.1% | -5.8% | +1.7% | -2.5% |
| 6M | +50.8% | -1.1% | +51.9% | +49.9% |
| YTD | +59.3% | +1.6% | +57.7% | +56.4% |
| 1Y | +94.1% | -2.7% | +96.8% | +93.1% |
| 3Y | +286.7% | +6.3% | +280.4% | +266.6% |
| 5Y | +339.4% | -19.3% | +358.7% | +361.6% |
| 10Y | +1,803.3% | +46.0% | +1,757.3% | +1,419.6% |
| All | +1,269.2% | +1,109.7% | +159.5% | +141.3% |
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 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