+275.6%
SFM vs UDR
+47.2%
+228.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | -10.6% | -3.5% | -7.2% | -9.8% |
| 30D | -15.5% | -5.3% | -10.2% | -14.3% |
| 3M | -17.4% | -9.5% | -7.9% | -15.5% |
| 6M | -3.4% | -0.7% | -2.8% | -3.4% |
| YTD | -8.7% | -1.2% | -7.5% | -8.7% |
| 1Y | -47.2% | -5.7% | -41.4% | -46.6% |
| 3Y | +82.7% | +3.7% | +79.0% | +79.8% |
| 5Y | +214.3% | -18.9% | +233.2% | +223.2% |
| All | +275.6% | +47.2% | +228.4% | +240.4% |
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