+1,808.6%
STM vs UDR
+1,511.6%
+297.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +5.0% |
| 7D | -10.7% | +3.0% | -13.7% | -12.0% |
| 30D | -25.7% | +10.3% | -36.0% | -29.2% |
| 3M | -21.6% | -2.9% | -18.6% | -20.9% |
| 6M | -27.8% | +0.3% | -28.1% | -28.9% |
| YTD | +61.8% | +3.8% | +58.0% | +56.8% |
| 1Y | +78.1% | +12.7% | +65.4% | +66.0% |
| 3Y | +4.9% | +27.6% | -22.7% | -8.0% |
| 5Y | -14.3% | -18.6% | +4.3% | -8.5% |
| 10Y | +414.1% | +52.4% | +361.6% | +299.5% |
| All | +1,808.6% | +1,511.6% | +297.0% | +453.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling