+259.2%
SGI vs UDR
+47.3%
+212.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.7% |
| 7D | -4.9% | -3.4% | -1.5% | -2.9% |
| 30D | +1.6% | -5.4% | +7.0% | +5.1% |
| 3M | -3.2% | -10.0% | +6.8% | +2.9% |
| 6M | -16.0% | -2.5% | -13.5% | -15.1% |
| YTD | -25.4% | -1.1% | -24.3% | -25.3% |
| 1Y | -21.6% | -3.9% | -17.7% | -20.3% |
| 3Y | +52.9% | +3.4% | +49.4% | +46.3% |
| 5Y | +47.5% | -18.9% | +66.4% | +62.3% |
| All | +259.2% | +47.3% | +212.0% | +244.2% |
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