+27.6%
SMTC vs UDR
-20.8%
+48.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -31.8% |
| 3M | -14.2% | -2.8% | -11.4% | -13.9% |
| 6M | -18.0% | -1.4% | -16.6% | -19.5% |
| YTD | +55.5% | +3.4% | +52.1% | +46.6% |
| 1Y | +69.5% | +9.9% | +59.7% | +52.8% |
| 3Y | +699.7% | +28.5% | +671.1% | +552.3% |
| All | +27.6% | -20.8% | +48.4% | +40.9% |
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