+22.7%
SYY vs UDR
-20.3%
+43.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +1.5% | -3.4% | +4.9% | +2.6% |
| 30D | -2.3% | -5.4% | +3.1% | -0.5% |
| 3M | +5.5% | -10.0% | +15.5% | +9.1% |
| 6M | -1.0% | -2.5% | +1.6% | -0.4% |
| YTD | +14.1% | -1.1% | +15.2% | +13.9% |
| 1Y | +5.6% | -3.9% | +9.4% | +6.3% |
| 3Y | +27.9% | +3.4% | +24.4% | +24.5% |
| 5Y | +22.7% | -18.9% | +41.6% | +33.5% |
| All | +22.7% | -20.3% | +43.0% | +33.5% |
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