+150.5%
SPMO vs UDR
-20.2%
+170.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.9% | -3.5% | +2.5% | +0.1% |
| 30D | -1.9% | -5.3% | +3.4% | -0.4% |
| 3M | -1.4% | -9.5% | +8.2% | +1.2% |
| 6M | +25.5% | -0.7% | +26.1% | +24.4% |
| YTD | +24.8% | -1.2% | +26.0% | +23.7% |
| 1Y | +24.5% | -5.7% | +30.2% | +25.3% |
| 3Y | +157.1% | +3.7% | +153.4% | +148.2% |
| All | +150.5% | -20.2% | +170.7% | +175.3% |
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