+561.6%
SPYG vs UDR
+1,088.6%
-526.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | +1.2% | -2.1% | +3.3% | +1.9% |
| 30D | -1.6% | -5.6% | +4.1% | +0.3% |
| 3M | +3.4% | -5.8% | +9.1% | +5.1% |
| 6M | +18.9% | -1.1% | +20.0% | +18.7% |
| YTD | +13.8% | +1.6% | +12.2% | +12.3% |
| 1Y | +20.6% | -2.7% | +23.3% | +20.5% |
| 3Y | +100.5% | +6.3% | +94.2% | +92.3% |
| 5Y | +84.6% | -19.3% | +103.9% | +92.9% |
| 10Y | +410.8% | +46.0% | +364.8% | +325.0% |
| All | +561.6% | +1,088.6% | -526.9% | +103.8% |
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