+1,507.7%
SRE vs UDR
+1,081.2%
+426.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -0.3% | -2.0% | +1.7% | +0.3% |
| 30D | -0.7% | -5.2% | +4.5% | +0.9% |
| 3M | -6.3% | -5.8% | -0.5% | -4.6% |
| 6M | -10.7% | -1.7% | -9.0% | -10.4% |
| YTD | -3.5% | +2.4% | -5.8% | -4.6% |
| 1Y | +5.3% | -2.1% | +7.4% | +5.4% |
| 3Y | +31.8% | +4.2% | +27.6% | +28.5% |
| 5Y | +47.4% | -20.0% | +67.4% | +54.8% |
| 10Y | +120.6% | +44.6% | +75.9% | +93.8% |
| All | +1,507.7% | +1,081.2% | +426.5% | +728.1% |
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