-41.0%
SFM vs UDR
-0.4%
-40.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.0% |
| 7D | +6.0% | -0.4% | +6.4% | +6.2% |
| 30D | -19.5% | +7.8% | -27.2% | -21.6% |
| 3M | -37.0% | -2.8% | -34.2% | -35.8% |
| 6M | -41.0% | -1.4% | -39.6% | -41.4% |
| All | -41.0% | -0.4% | -40.6% | -41.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling