+398.8%
SN vs UDR
+25.4%
+373.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +3.8% | +3.4% |
| 7D | +7.2% | +3.0% | +4.2% | +5.4% |
| 30D | +20.4% | +10.3% | +10.1% | +13.8% |
| 3M | +23.9% | -2.9% | +26.8% | +25.8% |
| 6M | +93.0% | +0.3% | +92.7% | +91.1% |
| YTD | +99.2% | +3.8% | +95.4% | +91.8% |
| 1Y | +142.6% | +12.7% | +129.9% | +120.4% |
| 3Y | +398.8% | +27.6% | +371.2% | +366.1% |
| All | +398.8% | +25.4% | +373.4% | +366.1% |
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 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