+3,621.5%
STX vs UDR
+44.7%
+3,576.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.3% |
| 7D | +9.6% | -3.3% | +12.8% | +10.9% |
| 30D | +10.6% | -5.6% | +16.2% | +12.8% |
| 3M | +4.8% | -9.4% | +14.2% | +7.5% |
| 6M | +137.3% | -3.0% | +140.2% | +136.0% |
| YTD | +222.5% | -0.4% | +222.9% | +215.5% |
| 1Y | +366.2% | -5.1% | +371.4% | +363.3% |
| 3Y | +1,352.9% | +4.2% | +1,348.7% | +1,273.2% |
| 5Y | +1,077.4% | -19.5% | +1,097.0% | +1,129.6% |
| 10Y | +3,621.5% | +47.9% | +3,573.6% | +3,131.0% |
| All | +3,621.5% | +44.7% | +3,576.8% | +3,131.0% |
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