+2,108.4%
STX vs UDR
+56.7%
+2,051.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.3% | +10.1% |
| 7D | -1.0% | -1.8% | +0.8% | -0.3% |
| 30D | -26.8% | +7.9% | -34.7% | -29.0% |
| 3M | -32.7% | -0.8% | -31.9% | -32.8% |
| 6M | -33.7% | 0.0% | -33.7% | -34.9% |
| YTD | +101.0% | +3.7% | +97.3% | +93.2% |
| 1Y | +92.7% | +8.5% | +84.2% | +81.5% |
| 3Y | +708.7% | +26.6% | +682.1% | +603.2% |
| 5Y | +504.0% | -20.2% | +524.2% | +533.3% |
| 10Y | +2,108.4% | +54.7% | +2,053.6% | +1,809.3% |
| All | +2,108.4% | +56.7% | +2,051.7% | +1,809.3% |
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