+119.0%
SMTC vs UDR
-20.7%
+139.7%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.9% |
| 7D | +22.5% | -3.3% | +25.7% | +24.6% |
| 30D | +24.9% | -5.6% | +30.5% | +28.4% |
| 3M | +4.1% | -9.4% | +13.5% | +8.4% |
| 6M | +92.6% | -3.0% | +95.5% | +91.5% |
| YTD | +122.5% | -0.4% | +122.9% | +116.1% |
| 1Y | +166.2% | -5.1% | +171.4% | +166.2% |
| 3Y | +577.2% | +4.2% | +572.9% | +533.4% |
| 5Y | +119.0% | -19.5% | +138.5% | +145.1% |
| All | +119.0% | -20.7% | +139.7% | +145.1% |
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