+465.1%
STM vs UDR
+54.6%
+410.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | +12.0% | -0.4% | +12.4% | +12.2% |
| 30D | -0.4% | +7.8% | -8.1% | -4.3% |
| 3M | -13.2% | -2.8% | -10.4% | -12.5% |
| 6M | -26.1% | -1.4% | -24.6% | -26.8% |
| YTD | +81.2% | +3.4% | +77.8% | +75.0% |
| 1Y | +98.3% | +9.9% | +88.4% | +85.4% |
| 3Y | +16.7% | +28.5% | -11.8% | +0.2% |
| 5Y | -4.8% | -20.5% | +15.7% | +2.4% |
| All | +465.1% | +54.6% | +410.4% | +394.7% |
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