+5,256.9%
SPG vs UDR
+1,459.2%
+3,797.7%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.4% | -2.0% | -0.4% | -0.8% |
| 30D | -6.8% | -5.2% | -1.6% | -3.0% |
| 3M | +2.7% | -5.8% | +8.5% | +7.3% |
| 6M | +5.5% | -1.7% | +7.2% | +6.3% |
| YTD | +15.7% | +2.4% | +13.3% | +12.5% |
| 1Y | +20.9% | -2.1% | +23.0% | +21.3% |
| 3Y | +112.4% | +4.2% | +108.2% | +100.5% |
| 5Y | +101.4% | -20.0% | +121.3% | +129.6% |
| 10Y | +60.6% | +44.6% | +16.0% | +22.2% |
| All | +5,256.9% | +1,459.2% | +3,797.7% | +1,394.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling