+63.7%
SPG vs UDR
+44.7%
+19.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.5% | -0.7% |
| 7D | -1.7% | -3.3% | +1.6% | +1.3% |
| 30D | -6.3% | -5.6% | -0.6% | -1.4% |
| 3M | -2.4% | -9.4% | +7.0% | +6.2% |
| 6M | +9.6% | -3.0% | +12.6% | +11.7% |
| YTD | +14.2% | -0.4% | +14.6% | +13.1% |
| 1Y | +19.3% | -5.1% | +24.4% | +23.0% |
| 3Y | +106.7% | +4.2% | +102.5% | +91.5% |
| 5Y | +104.2% | -19.5% | +123.7% | +135.3% |
| 10Y | +63.7% | +47.9% | +15.8% | +24.6% |
| All | +63.7% | +44.7% | +19.0% | +24.6% |
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