+50.9%
STLD vs UDR
+11.4%
+39.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | -9.7% | +2.2% | -11.9% | -10.1% |
| 30D | -4.5% | +8.0% | -12.6% | -6.6% |
| 3M | -13.1% | -3.3% | -9.8% | -12.1% |
| 6M | -2.8% | +1.0% | -3.8% | -4.4% |
| YTD | +35.3% | +4.2% | +31.2% | +31.6% |
| All | +50.9% | +11.4% | +39.5% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling