-3.6%
SMR vs UDR
-20.5%
+16.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | -2.0% | +6.4% | +5.3% |
| 30D | +3.4% | -5.2% | +8.6% | +5.6% |
| 3M | -19.2% | -5.8% | -13.4% | -18.0% |
| 6M | -22.6% | -1.7% | -21.0% | -23.5% |
| YTD | -31.5% | +2.4% | -33.9% | -33.8% |
| 1Y | -73.1% | -2.1% | -71.0% | -73.4% |
| 3Y | +55.0% | +4.2% | +50.7% | +40.4% |
| All | -3.6% | -20.5% | +16.9% | -15.4% |
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