+1,972.8%
STX vs UDR
+54.6%
+1,918.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.4% |
| 7D | +14.6% | -0.4% | +15.0% | +14.7% |
| 30D | -26.0% | +7.8% | -33.7% | -28.2% |
| 3M | -42.6% | -2.8% | -39.8% | -42.3% |
| 6M | -35.3% | -1.4% | -33.8% | -36.0% |
| YTD | +92.5% | +3.4% | +89.1% | +85.2% |
| 1Y | +102.4% | +9.9% | +92.5% | +89.5% |
| 3Y | +673.8% | +28.5% | +645.3% | +568.3% |
| 5Y | +463.1% | -20.5% | +483.6% | +491.0% |
| All | +1,972.8% | +54.6% | +1,918.2% | +1,720.6% |
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