+1,144.9%
STX vs UDR
-18.0%
+1,162.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.7% | +7.2% | +6.7% |
| 7D | +10.7% | -2.1% | +12.8% | +11.4% |
| 30D | +11.3% | -5.6% | +16.9% | +13.0% |
| 3M | +3.2% | -5.8% | +9.0% | +3.9% |
| 6M | +157.0% | -1.1% | +158.1% | +153.2% |
| YTD | +229.2% | +1.6% | +227.6% | +218.6% |
| 1Y | +381.8% | -2.7% | +384.5% | +373.9% |
| 3Y | +1,383.2% | +6.3% | +1,376.9% | +1,289.5% |
| 5Y | +1,144.9% | -19.3% | +1,164.2% | +1,257.7% |
| All | +1,144.9% | -18.0% | +1,162.9% | +1,257.7% |
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