+157.5%
STT vs UDR
-18.0%
+175.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -0.8% |
| 7D | +2.2% | -2.1% | +4.2% | +3.3% |
| 30D | +3.9% | -5.6% | +9.5% | +6.9% |
| 3M | +19.2% | -5.8% | +25.0% | +22.2% |
| 6M | +60.4% | -1.1% | +61.5% | +59.7% |
| YTD | +51.5% | +1.6% | +49.8% | +48.3% |
| 1Y | +76.3% | -2.7% | +78.9% | +76.4% |
| 3Y | +200.7% | +6.3% | +194.4% | +183.0% |
| 5Y | +157.5% | -19.3% | +176.8% | +184.2% |
| All | +157.5% | -18.0% | +175.5% | +184.2% |
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