+28.9%
SYY vs UDR
+3.3%
+25.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +3.9% | -3.5% | +7.4% | +5.0% |
| 30D | -1.7% | -5.3% | +3.6% | -0.1% |
| 3M | +5.2% | -9.5% | +14.7% | +8.4% |
| 6M | -0.2% | -0.7% | +0.5% | -0.3% |
| YTD | +15.4% | -1.2% | +16.5% | +15.2% |
| 1Y | +5.6% | -5.7% | +11.3% | +6.9% |
| 3Y | +28.9% | +3.7% | +25.1% | +28.4% |
| All | +28.9% | +3.3% | +25.6% | +28.4% |
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