+4,255.7%
SYY vs UDR
+2,856.1%
+1,399.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -2.8% | -2.1% | -0.7% | -2.2% |
| 30D | -5.3% | -5.6% | +0.3% | -3.8% |
| 3M | +5.1% | -5.8% | +10.9% | +6.8% |
| 6M | -5.0% | -1.1% | -3.9% | -4.9% |
| YTD | +10.7% | +1.6% | +9.1% | +9.8% |
| 1Y | +0.7% | -2.7% | +3.3% | +1.0% |
| 3Y | +24.0% | +6.3% | +17.7% | +20.4% |
| 5Y | +19.3% | -19.3% | +38.6% | +23.7% |
| 10Y | +96.4% | +46.0% | +50.4% | +78.4% |
| All | +4,255.7% | +2,856.1% | +1,399.5% | +2,158.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling