+1,236.0%
UDR vs SBAC
+2,222.3%
-986.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +7.8% | +5.5% | +2.3% | +6.8% |
| 3M | -2.8% | +3.1% | -5.9% | -3.4% |
| 6M | -1.4% | -7.0% | +5.6% | -0.6% |
| YTD | +3.4% | +0.5% | +2.9% | +2.5% |
| 1Y | +9.9% | +0.2% | +9.6% | +9.0% |
| 3Y | +28.5% | -7.4% | +35.9% | +28.4% |
| 5Y | -20.5% | -39.7% | +19.2% | -15.6% |
| 10Y | +54.2% | +112.5% | -58.3% | +38.4% |
| All | +1,236.0% | +2,222.3% | -986.3% | +811.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling