-20.7%
SAP vs UDR
-2.3%
-18.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.5% |
| 7D | -0.3% | -2.1% | +1.8% | +0.2% |
| 30D | +2.6% | -5.6% | +8.2% | +3.7% |
| 3M | +16.3% | -5.8% | +22.0% | +18.2% |
| 6M | +6.4% | -1.1% | +7.5% | +7.3% |
| YTD | -11.4% | +1.6% | -13.0% | -11.0% |
| All | -20.7% | -2.3% | -18.4% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling