-14.4%
SMR vs UDR
-23.3%
+8.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.1% | -15.6% | -15.6% |
| 7D | -11.2% | -3.5% | -7.8% | -10.0% |
| 30D | -10.2% | -5.3% | -4.9% | -8.3% |
| 3M | -10.0% | -9.5% | -0.5% | -7.1% |
| 6M | -30.5% | -0.7% | -29.8% | -31.8% |
| YTD | -39.2% | -1.2% | -38.1% | -40.4% |
| 1Y | -75.5% | -5.7% | -69.8% | -75.5% |
| 3Y | +45.4% | +3.7% | +41.7% | +32.5% |
| All | -14.4% | -23.3% | +8.8% | -23.8% |
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