-5.5%
SAP vs UDR
+8.1%
-13.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -3.9% | -2.4% | -1.5% | -3.3% |
| 30D | +6.5% | +6.7% | -0.2% | +5.2% |
| 3M | +14.7% | -1.8% | +16.4% | +14.5% |
| 6M | +39.9% | -1.8% | +41.7% | +41.9% |
| YTD | -2.0% | +2.5% | -4.5% | -0.1% |
| All | -5.5% | +8.1% | -13.6% | -4.6% |
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