+7,301.3%
STRL vs UDR
+44.7%
+7,256.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.5% |
| 7D | +8.2% | -3.3% | +11.5% | +9.9% |
| 30D | -6.3% | -5.6% | -0.7% | -3.9% |
| 3M | -41.2% | -9.4% | -31.8% | -39.0% |
| 6M | +20.4% | -3.0% | +23.3% | +20.6% |
| YTD | +61.7% | -0.4% | +62.1% | +59.1% |
| 1Y | +72.7% | -5.1% | +77.9% | +73.4% |
| 3Y | +530.9% | +4.2% | +526.7% | +493.1% |
| 5Y | +2,125.4% | -19.5% | +2,144.9% | +2,249.8% |
| 10Y | +7,301.3% | +47.9% | +7,253.5% | +6,340.3% |
| All | +7,301.3% | +44.7% | +7,256.7% | +6,340.3% |
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 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