+1.5%
SMR vs UDR
-23.2%
+24.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.8% | -5.3% |
| 7D | +4.7% | -3.4% | +8.1% | +6.2% |
| 30D | +3.2% | -5.4% | +8.7% | +5.5% |
| 3M | +9.9% | -10.0% | +19.9% | +13.8% |
| 6M | -15.1% | -2.5% | -12.6% | -16.0% |
| YTD | -27.9% | -1.1% | -26.8% | -29.3% |
| 1Y | -70.2% | -3.9% | -66.4% | -70.5% |
| 3Y | +72.5% | +3.4% | +69.0% | +57.2% |
| All | +1.5% | -23.2% | +24.7% | -9.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling