+16.1%
SPG vs UDR
-1.5%
+17.6%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | +0.2% |
| 7D | +3.1% | -2.4% | +5.5% | +4.6% |
| 30D | +16.4% | +6.7% | +9.7% | +12.1% |
| 3M | +7.1% | -1.8% | +8.8% | +7.9% |
| 6M | +16.1% | -1.8% | +17.9% | +17.7% |
| All | +16.1% | -1.5% | +17.6% | +17.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling