+46.9%
SN vs UDR
-4.3%
+51.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.9% |
| 7D | -3.4% | -3.3% | -0.1% | -2.6% |
| 30D | -9.1% | -5.6% | -3.4% | -7.9% |
| 3M | +31.8% | -9.4% | +41.2% | +34.8% |
| 6M | +52.0% | -3.0% | +55.0% | +51.4% |
| YTD | +51.3% | -0.4% | +51.7% | +49.1% |
| 1Y | +46.9% | -5.1% | +52.0% | +43.0% |
| All | +46.9% | -4.3% | +51.1% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling