-20.2%
UDR vs SBAC
-39.8%
+19.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | -1.8% | -2.8% | +1.0% | -0.8% |
| 30D | +7.9% | +3.1% | +4.8% | +6.5% |
| 3M | -0.8% | +5.1% | -5.9% | -3.0% |
| 6M | 0.0% | -11.4% | +11.4% | +3.8% |
| YTD | +3.7% | +0.2% | +3.5% | +1.3% |
| 1Y | +8.5% | -3.9% | +12.5% | +8.0% |
| 3Y | +26.6% | -7.7% | +34.2% | +25.2% |
| 5Y | -20.2% | -39.7% | +19.5% | -4.4% |
| All | -20.2% | -39.8% | +19.6% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling