+32.1%
SNOW vs UDR
+30.4%
+1.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | +4.9% | -2.1% | +7.0% | +5.8% |
| 30D | +1.5% | -5.6% | +7.1% | +3.9% |
| 3M | +39.5% | -5.8% | +45.3% | +42.6% |
| 6M | +85.9% | -1.1% | +87.0% | +85.1% |
| YTD | +52.9% | +1.6% | +51.3% | +50.2% |
| 1Y | +48.1% | -2.7% | +50.8% | +48.0% |
| 3Y | +102.2% | +6.3% | +95.9% | +93.0% |
| 5Y | +5.5% | -19.3% | +24.8% | +8.2% |
| All | +32.1% | +30.4% | +1.8% | +60.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling