+14,839.3%
SPGI vs UDR
+2,918.1%
+11,921.2%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.5% |
| 7D | -1.4% | -1.8% | +0.4% | -0.7% |
| 30D | +15.3% | +7.9% | +7.3% | +12.1% |
| 3M | +16.5% | -0.8% | +17.3% | +16.9% |
| 6M | +19.8% | 0.0% | +19.9% | +19.8% |
| YTD | -3.2% | +3.7% | -7.0% | -5.1% |
| 1Y | +1.8% | +8.5% | -6.7% | -1.8% |
| 3Y | +30.6% | +26.6% | +4.0% | +18.2% |
| 5Y | +16.0% | -20.2% | +36.2% | +23.6% |
| 10Y | +338.6% | +54.7% | +283.8% | +259.4% |
| All | +14,839.3% | +2,918.1% | +11,921.2% | +6,231.6% |
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 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