+1,222.7%
UDR vs SBAC
+2,208.1%
-985.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.0% | -0.8% | -1.2% | -1.9% |
| 30D | -5.2% | +6.9% | -12.1% | -6.2% |
| 3M | -5.8% | -8.2% | +2.4% | -4.7% |
| 6M | -1.7% | -1.6% | -0.1% | -2.0% |
| YTD | +2.4% | -0.1% | +2.5% | +1.7% |
| 1Y | -2.1% | -0.5% | -1.7% | -2.7% |
| 3Y | +4.2% | -9.1% | +13.3% | +4.5% |
| 5Y | -20.0% | -43.8% | +23.8% | -14.1% |
| 10Y | +44.6% | +80.5% | -35.9% | +32.7% |
| All | +1,222.7% | +2,208.1% | -985.4% | +804.3% |
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