+664.5%
STM vs UDR
+44.7%
+619.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.2% |
| 7D | +1.7% | -3.3% | +4.9% | +3.3% |
| 30D | -5.2% | -5.6% | +0.5% | -2.6% |
| 3M | -29.6% | -9.4% | -20.2% | -26.8% |
| 6M | +54.4% | -3.0% | +57.3% | +54.5% |
| YTD | +99.5% | -0.4% | +99.9% | +97.1% |
| 1Y | +100.8% | -5.1% | +105.9% | +102.9% |
| 3Y | +20.2% | +4.2% | +16.0% | +14.9% |
| 5Y | +21.1% | -19.5% | +40.7% | +30.2% |
| 10Y | +664.5% | +47.9% | +616.6% | +570.7% |
| All | +664.5% | +44.7% | +619.9% | +570.7% |
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