+14,609.4%
SPGI vs UDR
+2,919.7%
+11,689.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | +0.3% | +3.0% | -2.7% | -0.8% |
| 30D | +18.4% | +10.3% | +8.1% | +14.3% |
| 3M | +15.7% | -2.9% | +18.6% | +17.0% |
| 6M | +17.3% | +0.3% | +16.9% | +17.1% |
| YTD | -4.7% | +3.8% | -8.5% | -6.6% |
| 1Y | +1.8% | +12.7% | -10.9% | -3.2% |
| 3Y | +31.7% | +27.6% | +4.1% | +18.9% |
| 5Y | +12.1% | -18.6% | +30.7% | +18.5% |
| 10Y | +341.9% | +52.4% | +289.5% | +264.0% |
| All | +14,609.4% | +2,919.7% | +11,689.7% | +6,133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling