+48,791.7%
SMTC vs UDR
+2,908.2%
+45,883.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -4.4% |
| 7D | +11.0% | -0.4% | +11.4% | +11.2% |
| 30D | -28.5% | +7.8% | -36.3% | -31.0% |
| 3M | -14.2% | -2.8% | -11.4% | -14.1% |
| 6M | -18.0% | -1.4% | -16.6% | -19.0% |
| YTD | +55.5% | +3.4% | +52.1% | +50.0% |
| 1Y | +69.5% | +9.9% | +59.7% | +59.3% |
| 3Y | +699.7% | +28.5% | +671.1% | +608.8% |
| 5Y | +27.4% | -20.5% | +47.9% | +35.8% |
| 10Y | +335.7% | +54.2% | +281.5% | +252.2% |
| All | +48,791.7% | +2,908.2% | +45,883.6% | +11,289.1% |
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 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