-53.7%
SMR vs UDR
-19.7%
-34.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.7% |
| 7D | -8.3% | -0.4% | -7.9% | -8.1% |
| 30D | -20.1% | +7.8% | -27.8% | -22.6% |
| 3M | -52.7% | -2.8% | -49.9% | -52.3% |
| 6M | -61.0% | -1.4% | -59.6% | -61.5% |
| YTD | -67.1% | +3.4% | -70.5% | -68.4% |
| 1Y | -79.9% | +9.9% | -89.7% | -81.3% |
| 3Y | +101.7% | +28.5% | +73.2% | +67.5% |
| All | -53.7% | -19.7% | -34.0% | -59.6% |
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