+28.5%
UDR vs SSNC
+58.0%
-29.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.4% | +2.3% | -2.7% | -1.2% |
| 30D | +7.8% | -3.1% | +10.9% | +8.7% |
| 3M | -2.8% | -2.7% | 0.0% | -2.1% |
| 6M | -1.4% | +23.7% | -25.1% | -9.6% |
| YTD | +3.4% | -8.0% | +11.4% | +7.1% |
| 1Y | +9.9% | -4.7% | +14.6% | +11.6% |
| 3Y | +28.5% | +58.0% | -29.5% | -7.8% |
| All | +28.5% | +58.0% | -29.5% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 3y: compounded portfolio wealth divided by compounded SSNC 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…
3y analysis · Full analysis span regression · 6 months rolling