+133.6%
SFM vs UDR
+54.6%
+79.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.1% |
| 7D | +6.0% | -0.4% | +6.4% | +6.1% |
| 30D | -19.5% | +7.8% | -27.2% | -20.9% |
| 3M | -37.0% | -2.8% | -34.2% | -36.6% |
| 6M | -41.0% | -1.4% | -39.6% | -40.9% |
| YTD | -34.6% | +3.4% | -38.0% | -35.4% |
| 1Y | -36.3% | +9.9% | -46.1% | -37.9% |
| 3Y | +24.5% | +28.5% | -4.0% | +16.9% |
| 5Y | +115.9% | -20.5% | +136.4% | +121.8% |
| All | +133.6% | +54.6% | +79.0% | +107.8% |
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