+447.8%
SCHG vs UDR
+47.2%
+400.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -1.0% | -3.5% | +2.4% | +0.3% |
| 30D | -1.3% | -5.3% | +4.0% | +0.7% |
| 3M | +5.4% | -9.5% | +15.0% | +9.2% |
| 6M | +14.4% | -0.7% | +15.1% | +14.0% |
| YTD | +8.0% | -1.2% | +9.2% | +7.6% |
| 1Y | +12.7% | -5.7% | +18.5% | +14.1% |
| 3Y | +85.6% | +3.7% | +81.9% | +78.3% |
| 5Y | +85.5% | -18.9% | +104.4% | +95.0% |
| All | +447.8% | +47.2% | +400.6% | +388.6% |
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