+224.0%
SAP vs UDR
+53.1%
+170.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +1.5% | +2.0% | -0.5% | +0.8% |
| 30D | +8.8% | +7.9% | +0.9% | +5.9% |
| 3M | +12.1% | -1.5% | +13.5% | +12.6% |
| 6M | +34.6% | +0.9% | +33.7% | +34.0% |
| YTD | -2.1% | +4.0% | -6.1% | -4.1% |
| 1Y | -5.5% | +10.4% | -15.9% | -9.5% |
| 3Y | +67.4% | +26.9% | +40.5% | +50.5% |
| 5Y | +74.6% | -19.4% | +93.9% | +83.4% |
| 10Y | +224.0% | +57.0% | +167.0% | +179.0% |
| All | +224.0% | +53.1% | +170.9% | +179.0% |
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 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