-15.7%
STM vs UDR
-18.0%
+2.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +5.0% |
| 7D | -10.7% | +3.0% | -13.7% | -12.2% |
| 30D | -25.7% | +10.3% | -36.0% | -29.8% |
| 3M | -21.6% | -2.9% | -18.6% | -20.7% |
| 6M | -27.8% | +0.3% | -28.1% | -29.5% |
| YTD | +61.8% | +3.8% | +58.0% | +54.6% |
| 1Y | +78.1% | +12.7% | +65.4% | +61.4% |
| 3Y | +4.9% | +27.6% | -22.7% | -13.2% |
| All | -15.7% | -18.0% | +2.3% | -7.2% |
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