+75.1%
SAP vs UDR
+25.4%
+49.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -3.8% |
| 7D | -0.7% | +3.0% | -3.7% | -1.5% |
| 30D | +11.1% | +10.3% | +0.8% | +7.9% |
| 3M | +17.0% | -2.9% | +20.0% | +17.9% |
| 6M | +34.8% | +0.3% | +34.5% | +34.8% |
| YTD | -2.2% | +3.8% | -6.0% | -3.6% |
| 1Y | -6.4% | +12.7% | -19.2% | -10.4% |
| 3Y | +75.1% | +27.6% | +47.6% | +69.2% |
| All | +75.1% | +25.4% | +49.8% | +69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling