+594.4%
UDR vs SNY
+241.5%
+352.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.4% | -3.6% | +0.2% | -1.9% |
| 30D | -5.4% | -1.9% | -3.5% | -4.7% |
| 3M | -10.0% | -2.0% | -8.0% | -9.4% |
| 6M | -2.5% | +2.5% | -5.1% | -4.0% |
| YTD | -1.1% | -7.0% | +5.8% | +1.4% |
| 1Y | -3.9% | -4.4% | +0.5% | -3.0% |
| 3Y | +3.4% | -8.4% | +11.9% | +2.9% |
| 5Y | -18.9% | +9.5% | -28.4% | -27.5% |
| 10Y | +46.8% | +64.3% | -17.5% | +4.0% |
| All | +594.4% | +241.5% | +352.9% | +230.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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