+120.0%
SRE vs UDR
+47.3%
+72.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | -0.7% | -3.4% | +2.7% | +1.1% |
| 30D | -1.7% | -5.4% | +3.7% | +1.1% |
| 3M | -7.1% | -10.0% | +2.9% | -2.2% |
| 6M | -8.4% | -2.5% | -5.8% | -7.7% |
| YTD | -3.5% | -1.1% | -2.4% | -3.9% |
| 1Y | +5.4% | -3.9% | +9.3% | +6.4% |
| 3Y | +29.5% | +3.4% | +26.1% | +23.4% |
| 5Y | +48.3% | -18.9% | +67.2% | +58.2% |
| All | +120.0% | +47.3% | +72.7% | +70.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling