-91.0%
SNAP vs UDR
-18.0%
-73.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.8% |
| 7D | -7.1% | +3.0% | -10.1% | -8.7% |
| 30D | -14.6% | +10.3% | -24.9% | -19.7% |
| 3M | -5.0% | -2.9% | -2.1% | -3.2% |
| 6M | -18.8% | +0.3% | -19.1% | -19.2% |
| YTD | -38.5% | +3.8% | -42.3% | -40.5% |
| 1Y | -38.1% | +12.7% | -50.8% | -43.3% |
| 3Y | -53.8% | +27.6% | -81.3% | -62.8% |
| All | -91.0% | -18.0% | -73.0% | -90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling