-79.1%
SPXS vs UDR
+3.4%
-82.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.3% |
| 7D | +6.4% | -3.4% | +9.8% | +3.5% |
| 30D | +6.0% | -5.4% | +11.4% | +1.4% |
| 3M | -11.6% | -10.0% | -1.7% | -19.0% |
| 6M | -28.7% | -2.5% | -26.2% | -29.4% |
| YTD | -26.3% | -1.1% | -25.2% | -25.7% |
| 1Y | -34.9% | -3.9% | -31.0% | -36.3% |
| All | -79.1% | +3.4% | -82.4% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling