-11.3%
SIRI vs UDR
+47.2%
-58.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +0.6% | -3.5% | +4.0% | +2.1% |
| 30D | +2.5% | -5.3% | +7.8% | +4.8% |
| 3M | +6.6% | -9.5% | +16.2% | +11.1% |
| 6M | +32.9% | -0.7% | +33.5% | +32.7% |
| YTD | +50.5% | -1.2% | +51.6% | +50.2% |
| 1Y | +28.0% | -5.7% | +33.7% | +30.4% |
| 3Y | -22.4% | +3.7% | -26.1% | -24.6% |
| 5Y | -41.3% | -18.9% | -22.4% | -37.9% |
| All | -11.3% | +47.2% | -58.5% | -20.1% |
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