+378.7%
SAN vs UDR
-20.7%
+399.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.4% |
| 7D | -0.5% | -3.3% | +2.8% | +0.9% |
| 30D | -0.1% | -5.6% | +5.6% | +2.3% |
| 3M | +19.6% | -9.4% | +29.1% | +24.2% |
| 6M | +32.7% | -3.0% | +35.6% | +33.5% |
| YTD | +26.7% | -0.4% | +27.1% | +25.8% |
| 1Y | +51.6% | -5.1% | +56.8% | +53.6% |
| 3Y | +348.7% | +4.2% | +344.5% | +329.7% |
| 5Y | +378.7% | -19.5% | +398.3% | +404.8% |
| All | +378.7% | -20.7% | +399.4% | +404.8% |
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