-53.8%
SNAP vs UDR
+25.4%
-79.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -2.0% |
| 7D | -7.1% | +3.0% | -10.1% | -8.4% |
| 30D | -14.6% | +10.3% | -24.9% | -18.7% |
| 3M | -5.0% | -2.9% | -2.1% | -3.5% |
| 6M | -18.8% | +0.3% | -19.1% | -19.1% |
| YTD | -38.5% | +3.8% | -42.3% | -40.0% |
| 1Y | -38.1% | +12.7% | -50.8% | -42.3% |
| 3Y | -53.8% | +27.6% | -81.3% | -62.5% |
| All | -53.8% | +25.4% | -79.1% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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