+296.4%
SPGI vs UDR
+44.7%
+251.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -1.7% |
| 7D | -3.1% | -3.3% | +0.2% | -1.6% |
| 30D | +2.0% | -5.6% | +7.7% | +4.8% |
| 3M | +4.3% | -9.4% | +13.7% | +9.1% |
| 6M | -0.2% | -3.0% | +2.7% | +0.9% |
| YTD | -14.8% | -0.4% | -14.4% | -15.3% |
| 1Y | -18.5% | -5.1% | -13.4% | -17.3% |
| 3Y | +16.0% | +4.2% | +11.7% | +11.4% |
| 5Y | +2.2% | -19.5% | +21.7% | +9.4% |
| 10Y | +296.4% | +47.9% | +248.5% | +251.2% |
| All | +296.4% | +44.7% | +251.8% | +251.2% |
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