+686.9%
SEI vs UDR
+31.0%
+655.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.1% |
| 7D | +22.6% | -3.5% | +26.0% | +24.3% |
| 30D | +9.1% | -5.3% | +14.4% | +11.3% |
| 3M | -11.3% | -9.5% | -1.8% | -8.6% |
| 6M | +22.0% | -0.7% | +22.7% | +20.1% |
| YTD | +47.3% | -1.2% | +48.5% | +44.9% |
| 1Y | +124.8% | -5.7% | +130.5% | +124.9% |
| 3Y | +591.3% | +3.7% | +587.5% | +547.8% |
| 5Y | +1,008.2% | -18.9% | +1,027.1% | +1,047.3% |
| All | +686.9% | +31.0% | +655.9% | +643.1% |
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 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