+635.3%
STX vs UDR
+28.9%
+606.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -17.3% | +2.0% | -19.3% | -17.3% |
| 30D | -35.9% | +7.9% | -43.8% | -36.1% |
| 3M | -37.3% | -1.5% | -35.9% | -37.3% |
| 6M | -35.8% | +0.9% | -36.7% | -36.8% |
| YTD | +82.7% | +4.0% | +78.7% | +77.1% |
| 1Y | +71.6% | +10.4% | +61.3% | +62.9% |
| 3Y | +635.3% | +26.9% | +608.4% | +575.0% |
| All | +635.3% | +28.9% | +606.4% | +575.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling