+200.7%
STT vs UDR
+4.7%
+196.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.9% |
| 7D | +2.2% | -2.1% | +4.2% | +3.1% |
| 30D | +3.9% | -5.6% | +9.5% | +6.4% |
| 3M | +19.2% | -5.8% | +25.0% | +21.7% |
| 6M | +60.4% | -1.1% | +61.5% | +59.7% |
| YTD | +51.5% | +1.6% | +49.8% | +48.5% |
| 1Y | +76.3% | -2.7% | +78.9% | +76.6% |
| 3Y | +200.7% | +6.3% | +194.4% | +185.7% |
| All | +200.7% | +4.7% | +196.1% | +185.7% |
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