+171.3%
SAP vs UDR
+47.3%
+124.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -5.1% | -3.4% | -1.7% | -3.9% |
| 30D | -1.8% | -5.4% | +3.7% | +0.2% |
| 3M | +20.9% | -10.0% | +30.9% | +25.7% |
| 6M | +7.0% | -2.5% | +9.5% | +7.8% |
| YTD | -13.7% | -1.1% | -12.6% | -13.9% |
| 1Y | -19.6% | -3.9% | -15.7% | -19.0% |
| 3Y | +52.4% | +3.4% | +49.0% | +47.6% |
| 5Y | +54.4% | -18.9% | +73.3% | +61.8% |
| All | +171.3% | +47.3% | +124.0% | +134.3% |
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