+2,233.8%
SAP vs UDR
+1,248.1%
+985.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.9% | -2.0% | -0.9% | -2.2% |
| 30D | +9.0% | -5.2% | +14.2% | +11.0% |
| 3M | +14.9% | -5.8% | +20.7% | +17.4% |
| 6M | +11.9% | -1.7% | +13.6% | +12.3% |
| YTD | -9.9% | +2.4% | -12.3% | -11.2% |
| 1Y | -19.5% | -2.1% | -17.4% | -19.5% |
| 3Y | +61.8% | +4.2% | +57.6% | +56.3% |
| 5Y | +56.2% | -20.0% | +76.2% | +64.1% |
| 10Y | +180.6% | +44.6% | +136.0% | +129.0% |
| All | +2,233.8% | +1,248.1% | +985.6% | +525.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling