+50.0%
UDR vs SBAC
+114.8%
-64.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | -0.4% | +0.6% | -1.0% | -0.6% |
| 30D | +7.8% | +5.5% | +2.3% | +5.3% |
| 3M | -2.8% | +3.1% | -5.9% | -4.4% |
| 6M | -1.4% | -7.0% | +5.6% | +0.5% |
| YTD | +3.4% | +0.5% | +2.9% | +0.5% |
| 1Y | +9.9% | +0.2% | +9.6% | +6.8% |
| 3Y | +28.5% | -7.4% | +35.9% | +26.5% |
| 5Y | -20.5% | -39.7% | +19.2% | -5.9% |
| All | +50.0% | +114.8% | -64.8% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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