+334.0%
SPGI vs UDR
+53.1%
+280.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | +2.0% | -0.5% | +0.7% |
| 30D | +16.1% | +7.9% | +8.2% | +12.1% |
| 3M | +15.5% | -1.5% | +16.9% | +16.2% |
| 6M | +19.6% | +0.9% | +18.7% | +19.1% |
| YTD | -3.6% | +4.0% | -7.6% | -6.1% |
| 1Y | +2.2% | +10.4% | -8.1% | -3.2% |
| 3Y | +30.1% | +26.9% | +3.2% | +14.1% |
| 5Y | +14.9% | -19.4% | +34.3% | +22.9% |
| 10Y | +334.0% | +57.0% | +277.0% | +279.7% |
| All | +334.0% | +53.1% | +280.8% | +279.7% |
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 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