-79.4%
SNAP vs UDR
+43.9%
-123.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | -7.3% | +2.2% | -9.6% | -8.2% |
| 30D | -18.9% | +8.0% | -27.0% | -21.8% |
| 3M | -5.3% | -3.3% | -2.0% | -3.8% |
| 6M | -16.9% | +1.0% | -18.0% | -17.4% |
| YTD | -37.4% | +4.2% | -41.6% | -38.9% |
| 1Y | -38.5% | +10.8% | -49.3% | -41.6% |
| 3Y | -55.1% | +30.1% | -85.2% | -60.7% |
| 5Y | -90.8% | -18.9% | -71.9% | -90.3% |
| All | -79.4% | +43.9% | -123.3% | -77.7% |
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