+103.1%
STT vs UDR
-20.8%
+123.9%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.6% |
| 7D | +4.8% | -0.4% | +5.1% | +5.0% |
| 30D | +3.9% | +7.8% | -3.8% | -0.1% |
| 3M | -8.2% | -2.8% | -5.4% | -7.0% |
| 6M | +15.6% | -1.4% | +17.0% | +15.5% |
| YTD | +37.6% | +3.4% | +34.2% | +33.3% |
| 1Y | +50.1% | +9.9% | +40.3% | +40.3% |
| 3Y | +183.1% | +28.5% | +154.6% | +137.8% |
| All | +103.1% | -20.8% | +123.9% | +123.9% |
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