+270.4%
UDR vs SSNC
+1,037.0%
-766.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | +0.6% |
| 7D | -2.1% | -1.8% | -0.3% | -1.5% |
| 30D | -5.6% | +1.9% | -7.5% | -6.3% |
| 3M | -5.8% | +18.4% | -24.2% | -11.4% |
| 6M | -1.1% | +7.0% | -8.1% | -4.0% |
| YTD | +1.6% | -6.9% | +8.5% | +3.0% |
| 1Y | -2.7% | -8.2% | +5.5% | -1.0% |
| 3Y | +6.3% | +50.5% | -44.2% | -9.1% |
| 5Y | -19.3% | +17.4% | -36.7% | -26.0% |
| 10Y | +46.0% | +164.9% | -118.9% | +2.0% |
| All | +270.4% | +1,037.0% | -766.5% | +48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling