+5,968.7%
SPG vs UDR
+1,480.1%
+4,488.6%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.7% | -1.8% | +4.5% | +4.2% |
| 30D | +16.6% | +7.9% | +8.6% | +9.8% |
| 3M | +8.1% | -0.8% | +8.9% | +8.5% |
| 6M | +19.3% | 0.0% | +19.4% | +18.8% |
| YTD | +31.1% | +3.7% | +27.3% | +26.0% |
| 1Y | +32.8% | +8.5% | +24.2% | +23.0% |
| 3Y | +135.8% | +26.6% | +109.2% | +91.7% |
| 5Y | +85.1% | -20.2% | +105.3% | +111.3% |
| 10Y | +115.9% | +54.7% | +61.2% | +56.3% |
| All | +5,968.7% | +1,480.1% | +4,488.6% | +1,573.0% |
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