+212.7%
SFM vs UDR
-20.7%
+233.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -2.0% | -3.2% |
| 7D | -7.2% | -3.3% | -3.9% | -6.0% |
| 30D | -14.3% | -5.6% | -8.7% | -12.5% |
| 3M | -13.7% | -9.4% | -4.3% | -10.7% |
| 6M | -6.0% | -3.0% | -3.1% | -5.2% |
| YTD | -8.2% | -0.4% | -7.8% | -8.6% |
| 1Y | -46.2% | -5.1% | -41.1% | -45.5% |
| 3Y | +83.6% | +4.2% | +79.3% | +77.8% |
| 5Y | +212.7% | -19.5% | +232.2% | +240.1% |
| All | +212.7% | -20.7% | +233.4% | +240.1% |
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 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