+1,063.5%
SCCO vs UDR
+47.2%
+1,016.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | -2.7% | -3.5% | +0.8% | -1.4% |
| 30D | -0.7% | -5.3% | +4.6% | +1.2% |
| 3M | +8.1% | -9.5% | +17.6% | +11.6% |
| 6M | +4.1% | -0.7% | +4.8% | +3.6% |
| YTD | +41.1% | -1.2% | +42.3% | +40.3% |
| 1Y | +95.6% | -5.7% | +101.3% | +97.4% |
| 3Y | +179.3% | +3.7% | +175.5% | +169.3% |
| 5Y | +308.3% | -18.9% | +327.2% | +324.1% |
| All | +1,063.5% | +47.2% | +1,016.3% | +933.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling