+84.2%
SCHG vs UDR
-20.1%
+104.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.1% |
| 7D | -2.7% | -3.4% | +0.6% | -1.4% |
| 30D | -2.2% | -5.4% | +3.2% | -0.1% |
| 3M | +6.2% | -10.0% | +16.1% | +10.3% |
| 6M | +13.4% | -2.5% | +15.9% | +13.6% |
| YTD | +7.1% | -1.1% | +8.2% | +6.4% |
| 1Y | +12.5% | -3.9% | +16.4% | +13.0% |
| 3Y | +86.2% | +3.4% | +82.7% | +77.5% |
| All | +84.2% | -20.1% | +104.3% | +104.2% |
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