+70.8%
SAP vs UDR
-18.0%
+88.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -3.0% | -3.7% |
| 7D | -0.7% | +3.0% | -3.7% | -1.7% |
| 30D | +11.1% | +10.3% | +0.8% | +7.2% |
| 3M | +17.0% | -2.9% | +20.0% | +18.2% |
| 6M | +34.8% | +0.3% | +34.5% | +34.6% |
| YTD | -2.2% | +3.8% | -6.0% | -4.1% |
| 1Y | -6.4% | +12.7% | -19.2% | -11.3% |
| 3Y | +75.1% | +27.6% | +47.6% | +55.9% |
| All | +70.8% | -18.0% | +88.8% | +80.1% |
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