+1,112.5%
SCHG vs UDR
+288.5%
+824.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.4% |
| 6M | +13.4% | -2.5% | +15.9% | +13.8% |
| YTD | +7.1% | -1.1% | +8.2% | +6.6% |
| 1Y | +12.5% | -3.9% | +16.4% | +13.0% |
| 3Y | +86.2% | +3.4% | +82.7% | +78.6% |
| 5Y | +83.9% | -18.9% | +102.8% | +93.7% |
| 10Y | +451.3% | +46.8% | +404.5% | +332.9% |
| All | +1,112.5% | +288.5% | +824.0% | +492.6% |
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 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