+111.5%
SYY vs UDR
+47.3%
+64.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | +1.5% | -3.4% | +4.9% | +3.5% |
| 30D | -2.3% | -5.4% | +3.1% | +0.8% |
| 3M | +5.5% | -10.0% | +15.5% | +11.8% |
| 6M | -1.0% | -2.5% | +1.6% | -0.3% |
| YTD | +14.1% | -1.1% | +15.2% | +13.5% |
| 1Y | +5.6% | -3.9% | +9.4% | +6.6% |
| 3Y | +27.9% | +3.4% | +24.4% | +19.7% |
| 5Y | +22.7% | -18.9% | +41.6% | +30.6% |
| All | +111.5% | +47.3% | +64.3% | +65.1% |
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