+21.7%
STM vs UDR
+6.2%
+15.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.9% |
| 7D | +5.8% | -2.0% | +7.8% | +6.8% |
| 30D | -1.0% | -5.2% | +4.2% | +1.4% |
| 3M | -33.3% | -5.8% | -27.5% | -32.3% |
| 6M | +57.4% | -1.7% | +59.1% | +55.4% |
| YTD | +102.2% | +2.4% | +99.8% | +95.0% |
| 1Y | +99.6% | -2.1% | +101.7% | +97.3% |
| All | +21.7% | +6.2% | +15.4% | +13.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling