+1,240.4%
UDR vs SBAC
+2,215.3%
-974.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | -1.8% | -2.8% | +1.0% | -1.3% |
| 30D | +7.9% | +3.1% | +4.8% | +7.4% |
| 3M | -0.8% | +5.1% | -5.9% | -1.7% |
| 6M | 0.0% | -11.4% | +11.4% | +1.5% |
| YTD | +3.7% | +0.2% | +3.5% | +2.9% |
| 1Y | +8.5% | -3.9% | +12.5% | +8.3% |
| 3Y | +26.6% | -7.7% | +34.2% | +26.5% |
| 5Y | -20.2% | -39.7% | +19.5% | -15.2% |
| 10Y | +54.7% | +111.9% | -57.2% | +38.9% |
| All | +1,240.4% | +2,215.3% | -974.9% | +814.9% |
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