-63.2%
SPCH vs UDR
-3.8%
-59.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.6% | -11.2% | -4.7% |
| 7D | -13.4% | +7.2% | -20.6% | -8.5% |
| 30D | -39.6% | +10.5% | -50.1% | -35.0% |
| 3M | -1.4% | -2.3% | +0.9% | -4.4% |
| All | -63.2% | -3.8% | -59.4% | -64.1% |
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 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 · Available span rolling