+62,999.7%
SMTC vs UDR
+2,878.3%
+60,121.5%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.2% | +9.2% |
| 7D | +12.7% | -2.0% | +14.7% | +13.6% |
| 30D | +22.0% | -5.2% | +27.2% | +24.3% |
| 3M | -12.7% | -5.8% | -6.9% | -11.4% |
| 6M | +64.8% | -1.7% | +66.5% | +64.2% |
| YTD | +100.7% | +2.4% | +98.3% | +96.0% |
| 1Y | +146.9% | -2.1% | +149.0% | +144.9% |
| 3Y | +456.8% | +4.2% | +452.6% | +442.2% |
| 5Y | +89.2% | -20.0% | +109.2% | +102.7% |
| 10Y | +426.9% | +44.6% | +382.2% | +339.3% |
| All | +62,999.7% | +2,878.3% | +60,121.5% | +14,784.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling