+2,101.2%
SAN vs UDR
+2,878.3%
-777.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.8% | -2.0% | +3.8% | +2.7% |
| 30D | +2.0% | -5.2% | +7.2% | +4.5% |
| 3M | +19.7% | -5.8% | +25.5% | +22.6% |
| 6M | +30.6% | -1.7% | +32.3% | +31.0% |
| YTD | +28.8% | +2.4% | +26.5% | +26.6% |
| 1Y | +57.8% | -2.1% | +59.9% | +57.8% |
| 3Y | +338.1% | +4.2% | +333.9% | +318.9% |
| 5Y | +384.2% | -20.0% | +404.2% | +416.3% |
| 10Y | +353.1% | +44.6% | +308.5% | +256.5% |
| All | +2,101.2% | +2,878.3% | -777.1% | +673.0% |
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