+73.7%
SMTC vs UDR
+0.5%
+73.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +12.7% | -2.0% | +14.7% | +11.7% |
| 30D | +22.0% | -5.2% | +27.2% | +19.5% |
| 3M | -12.7% | -5.8% | -6.9% | -16.0% |
| All | +73.7% | +0.5% | +73.2% | +76.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling