+52.2%
SGI vs UDR
-19.7%
+71.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -0.7% |
| 7D | +0.6% | -3.3% | +3.9% | +2.6% |
| 30D | +5.5% | -5.6% | +11.2% | +9.3% |
| 3M | -3.6% | -9.4% | +5.8% | +2.0% |
| 6M | -15.0% | -3.0% | -12.1% | -13.9% |
| YTD | -23.0% | -0.4% | -22.6% | -23.3% |
| 1Y | -18.4% | -5.1% | -13.3% | -16.4% |
| 3Y | +57.8% | +4.2% | +53.6% | +49.9% |
| All | +52.2% | -19.7% | +71.9% | +72.7% |
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