+56.8%
SAP vs UDR
-18.0%
+74.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -0.9% | -1.4% |
| 7D | -0.3% | -2.1% | +1.8% | +0.5% |
| 30D | +2.6% | -5.6% | +8.2% | +4.7% |
| 3M | +16.3% | -5.8% | +22.0% | +18.9% |
| 6M | +6.4% | -1.1% | +7.5% | +6.7% |
| YTD | -11.4% | +1.6% | -13.0% | -12.4% |
| 1Y | -20.4% | -2.7% | -17.7% | -20.1% |
| 3Y | +56.5% | +6.3% | +50.2% | +50.4% |
| 5Y | +56.8% | -19.3% | +76.1% | +65.5% |
| All | +56.8% | -18.0% | +74.8% | +65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling