+236.6%
SAP vs UDR
+54.6%
+181.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +6.5% | +7.8% | -1.2% | +3.7% |
| 3M | +12.2% | -2.8% | +15.0% | +13.3% |
| 6M | +46.1% | -1.4% | +47.5% | +46.7% |
| YTD | -1.6% | +3.4% | -5.0% | -3.4% |
| 1Y | -5.1% | +9.9% | -15.0% | -9.0% |
| 3Y | +68.4% | +28.5% | +39.9% | +50.5% |
| 5Y | +79.4% | -20.5% | +99.9% | +89.5% |
| All | +236.6% | +54.6% | +181.9% | +185.6% |
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