+78.0%
SPYM vs UDR
+27.3%
+50.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.6% |
| 7D | +2.6% | -0.4% | +2.9% | +2.7% |
| 30D | -2.0% | +7.8% | -9.8% | -3.9% |
| 3M | -2.8% | -2.8% | 0.0% | -2.1% |
| 6M | +2.2% | -1.4% | +3.6% | +2.1% |
| YTD | +11.5% | +3.4% | +8.1% | +9.5% |
| 1Y | +13.5% | +9.9% | +3.6% | +9.1% |
| 3Y | +78.0% | +28.5% | +49.5% | +66.7% |
| All | +78.0% | +27.3% | +50.7% | +66.7% |
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