+304.8%
SGI vs UDR
+54.6%
+250.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.3% |
| 7D | -5.3% | -0.4% | -4.9% | -5.1% |
| 30D | -2.1% | +7.8% | -9.8% | -6.3% |
| 3M | -8.2% | -2.8% | -5.4% | -6.4% |
| 6M | -4.6% | -1.4% | -3.1% | -3.8% |
| YTD | -31.5% | +3.4% | -34.9% | -33.1% |
| 1Y | -30.8% | +9.9% | -40.7% | -35.0% |
| 3Y | +67.2% | +28.5% | +38.7% | +40.1% |
| 5Y | +42.5% | -20.5% | +63.0% | +59.7% |
| All | +304.8% | +54.6% | +250.1% | +263.2% |
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