-18.9%
SPGI vs UDR
-5.5%
-13.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -8.9% | -3.4% | -5.5% | -8.1% |
| 30D | +0.6% | -5.4% | +6.1% | +2.1% |
| 3M | +2.0% | -10.0% | +11.9% | +4.9% |
| 6M | +0.1% | -2.5% | +2.6% | +2.2% |
| YTD | -16.4% | -1.1% | -15.3% | -16.4% |
| 1Y | -18.9% | -3.9% | -15.0% | -18.6% |
| All | -18.9% | -5.5% | -13.4% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling