+1,872.3%
SGI vs UDR
+433.9%
+1,438.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +8.5% | -2.0% | +10.5% | +9.8% |
| 30D | +0.7% | -5.2% | +5.9% | +3.9% |
| 3M | +0.6% | -5.8% | +6.4% | +4.0% |
| 6M | -17.9% | -1.7% | -16.2% | -17.4% |
| YTD | -21.2% | +2.4% | -23.5% | -22.7% |
| 1Y | -18.9% | -2.1% | -16.7% | -18.5% |
| 3Y | +52.6% | +4.2% | +48.4% | +45.9% |
| 5Y | +60.7% | -20.0% | +80.7% | +77.7% |
| 10Y | +278.1% | +44.6% | +233.5% | +188.2% |
| All | +1,872.3% | +433.9% | +1,438.3% | +597.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling