+53.3%
SGI vs UDR
+4.1%
+49.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.8% |
| 7D | +0.6% | -3.3% | +3.9% | +2.5% |
| 30D | +5.5% | -5.6% | +11.2% | +9.0% |
| 3M | -3.6% | -9.4% | +5.8% | +1.6% |
| 6M | -15.0% | -3.0% | -12.1% | -14.0% |
| YTD | -23.0% | -0.4% | -22.6% | -23.3% |
| 1Y | -18.4% | -5.1% | -13.3% | -16.4% |
| All | +53.3% | +4.1% | +49.2% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling