+499.6%
SMTC vs UDR
+47.3%
+452.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | +17.5% | -3.4% | +20.9% | +19.5% |
| 30D | +21.3% | -5.4% | +26.7% | +24.3% |
| 3M | +3.1% | -10.0% | +13.1% | +7.5% |
| 6M | +81.7% | -2.5% | +84.2% | +81.0% |
| YTD | +115.9% | -1.1% | +117.1% | +112.4% |
| 1Y | +157.8% | -3.9% | +161.7% | +156.5% |
| 3Y | +557.3% | +3.4% | +553.8% | +531.6% |
| 5Y | +114.7% | -18.9% | +133.5% | +129.7% |
| All | +499.6% | +47.3% | +452.3% | +450.7% |
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