+335.4%
SAN vs UDR
+47.3%
+288.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -2.8% | -3.4% | +0.6% | -1.1% |
| 30D | -0.5% | -5.4% | +4.9% | +2.2% |
| 3M | +22.7% | -10.0% | +32.7% | +28.7% |
| 6M | +28.8% | -2.5% | +31.3% | +29.6% |
| YTD | +26.3% | -1.1% | +27.4% | +25.9% |
| 1Y | +48.8% | -3.9% | +52.7% | +50.1% |
| 3Y | +347.2% | +3.4% | +343.8% | +326.0% |
| 5Y | +383.8% | -18.9% | +402.6% | +414.7% |
| All | +335.4% | +47.3% | +288.2% | +301.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling