-77.7%
SNAP vs UDR
+41.4%
-119.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.1% | -4.0% |
| 7D | +0.7% | -2.0% | +2.7% | +1.6% |
| 30D | +2.6% | -5.2% | +7.8% | +5.2% |
| 3M | -9.9% | -5.8% | -4.1% | -7.5% |
| 6M | +1.9% | -1.7% | +3.6% | +2.4% |
| YTD | -32.2% | +2.4% | -34.6% | -33.3% |
| 1Y | -22.8% | -2.1% | -20.7% | -22.7% |
| 3Y | -47.6% | +4.2% | -51.8% | -49.4% |
| 5Y | -92.7% | -20.0% | -72.7% | -92.3% |
| All | -77.7% | +41.4% | -119.1% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling