+135.4%
SPG vs UDR
+27.7%
+107.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.7% | -1.8% | +4.5% | +4.0% |
| 30D | +16.6% | +7.9% | +8.6% | +10.7% |
| 3M | +8.1% | -0.8% | +8.9% | +8.5% |
| 6M | +19.3% | 0.0% | +19.4% | +19.0% |
| YTD | +31.1% | +3.7% | +27.3% | +26.6% |
| 1Y | +32.8% | +8.5% | +24.2% | +23.8% |
| All | +135.4% | +27.7% | +107.6% | +98.4% |
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