+343.3%
SPGI vs UDR
+54.6%
+288.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +1.2% | -0.4% | +1.6% | +1.4% |
| 30D | +15.9% | +7.8% | +8.2% | +12.0% |
| 3M | +12.3% | -2.8% | +15.1% | +13.8% |
| 6M | +23.7% | -1.4% | +25.1% | +24.5% |
| YTD | -3.5% | +3.4% | -6.9% | -5.8% |
| 1Y | +0.4% | +9.9% | -9.5% | -4.7% |
| 3Y | +29.9% | +28.5% | +1.4% | +13.2% |
| 5Y | +15.2% | -20.5% | +35.7% | +24.0% |
| All | +343.3% | +54.6% | +288.7% | +286.2% |
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