+811.4%
SPYM vs UDR
+317.2%
+494.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +2.6% | -0.4% | +2.9% | +2.7% |
| 30D | -2.0% | +7.8% | -9.8% | -4.3% |
| 3M | -2.8% | -2.8% | 0.0% | -2.1% |
| 6M | +2.2% | -1.4% | +3.6% | +2.2% |
| YTD | +11.5% | +3.4% | +8.1% | +9.6% |
| 1Y | +13.5% | +9.9% | +3.6% | +9.4% |
| 3Y | +78.0% | +28.5% | +49.5% | +62.2% |
| 5Y | +73.1% | -20.5% | +93.6% | +81.2% |
| 10Y | +310.9% | +54.2% | +256.6% | +246.5% |
| All | +811.4% | +317.2% | +494.2% | +430.0% |
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