+903.6%
SEI vs UDR
-20.1%
+923.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.7% | -4.5% | -5.0% |
| 7D | +20.7% | -3.4% | +24.0% | +21.6% |
| 30D | +9.1% | -5.4% | +14.5% | +10.5% |
| 3M | -6.0% | -10.0% | +4.0% | -4.3% |
| 6M | +18.9% | -2.5% | +21.5% | +17.7% |
| YTD | +40.1% | -1.1% | +41.3% | +37.8% |
| 1Y | +120.6% | -3.9% | +124.5% | +118.5% |
| 3Y | +562.1% | +3.4% | +558.7% | +527.7% |
| All | +903.6% | -20.1% | +923.7% | +972.6% |
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 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