+312.3%
SCCO vs UDR
-20.1%
+332.4%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.5% | -7.0% |
| 7D | -2.7% | -3.4% | +0.7% | -1.5% |
| 30D | -0.2% | -5.4% | +5.3% | +1.7% |
| 3M | +17.8% | -10.0% | +27.7% | +21.6% |
| 6M | +2.3% | -2.5% | +4.8% | +2.3% |
| YTD | +41.6% | -1.1% | +42.7% | +40.4% |
| 1Y | +101.9% | -3.9% | +105.8% | +102.0% |
| 3Y | +186.2% | +3.4% | +182.7% | +173.6% |
| All | +312.3% | -20.1% | +332.4% | +336.1% |
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