+258.8%
STLD vs UDR
-18.0%
+276.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.9% |
| 7D | -11.1% | +3.0% | -14.1% | -12.3% |
| 30D | -4.8% | +10.3% | -15.0% | -8.8% |
| 3M | -14.6% | -2.9% | -11.6% | -13.8% |
| 6M | -7.4% | +0.3% | -7.7% | -8.2% |
| YTD | +32.6% | +3.8% | +28.8% | +29.2% |
| 1Y | +47.3% | +12.7% | +34.6% | +38.4% |
| 3Y | +107.5% | +27.6% | +80.0% | +79.6% |
| All | +258.8% | -18.0% | +276.8% | +288.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling