+102.4%
STM vs UDR
-2.3%
+104.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +5.2% | -2.1% | +7.3% | +5.4% |
| 30D | -7.4% | -5.6% | -1.7% | -6.8% |
| 3M | -30.6% | -5.8% | -24.9% | -31.2% |
| 6M | +66.4% | -1.1% | +67.5% | +59.6% |
| YTD | +101.1% | +1.6% | +99.5% | +92.5% |
| All | +102.4% | -2.3% | +104.7% | +90.3% |
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