+28.9%
UDR vs SBAC
-6.8%
+35.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -1.8% | -2.8% | +1.0% | -1.1% |
| 30D | +7.9% | +3.1% | +4.8% | +7.0% |
| 3M | -0.8% | +5.1% | -5.9% | -2.3% |
| 6M | 0.0% | -11.4% | +11.4% | +2.7% |
| YTD | +3.7% | +0.2% | +3.5% | +2.5% |
| 1Y | +8.5% | -3.9% | +12.5% | +8.8% |
| All | +28.9% | -6.8% | +35.7% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling