+5.1%
SPGI vs UDR
-18.0%
+23.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.8% |
| 7D | -2.5% | -2.1% | -0.4% | -1.5% |
| 30D | +5.4% | -5.6% | +11.0% | +8.5% |
| 3M | +9.0% | -5.8% | +14.8% | +12.4% |
| 6M | +0.8% | -1.1% | +1.9% | +1.1% |
| YTD | -12.6% | +1.6% | -14.2% | -14.1% |
| 1Y | -16.1% | -2.7% | -13.5% | -15.8% |
| 3Y | +19.0% | +6.3% | +12.7% | +12.1% |
| 5Y | +5.1% | -19.3% | +24.4% | +15.5% |
| All | +5.1% | -18.0% | +23.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling