+340.7%
SMTC vs UDR
+54.6%
+286.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.5% |
| 7D | +11.0% | -0.4% | +11.4% | +11.2% |
| 30D | -28.5% | +7.8% | -36.3% | -31.7% |
| 3M | -14.2% | -2.8% | -11.4% | -14.0% |
| 6M | -18.0% | -1.4% | -16.6% | -19.3% |
| YTD | +55.5% | +3.4% | +52.1% | +48.0% |
| 1Y | +69.5% | +9.9% | +59.7% | +55.5% |
| 3Y | +699.7% | +28.5% | +671.1% | +578.1% |
| 5Y | +27.4% | -20.5% | +47.9% | +36.5% |
| All | +340.7% | +54.6% | +286.1% | +290.3% |
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 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