-79.1%
SNDQ vs UDR
-10.2%
-68.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.7% | +11.0% |
| 7D | -20.4% | -3.4% | -17.0% | -8.4% |
| 30D | -54.5% | -5.4% | -49.1% | -44.3% |
| 3M | -79.1% | -10.0% | -69.1% | -60.5% |
| All | -79.1% | -10.2% | -68.8% | -60.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling