+292.6%
STLD vs UDR
-19.6%
+312.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +3.1% | -2.0% | +5.1% | +4.0% |
| 30D | -9.0% | -5.2% | -3.8% | -7.1% |
| 3M | -12.4% | -5.8% | -6.6% | -10.6% |
| 6M | +25.5% | -1.7% | +27.2% | +25.6% |
| YTD | +43.6% | +2.4% | +41.2% | +41.2% |
| 1Y | +87.2% | -2.1% | +89.3% | +87.3% |
| 3Y | +135.2% | +4.2% | +131.0% | +127.0% |
| All | +292.6% | -19.6% | +312.3% | +335.0% |
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 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