+14.6%
SNOW vs UDR
+32.6%
-18.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.4% | -2.9% |
| 7D | +5.5% | -0.4% | +5.9% | +5.6% |
| 30D | -13.2% | +7.8% | -20.9% | -16.0% |
| 3M | -13.7% | -2.8% | -11.0% | -13.0% |
| 6M | +91.0% | -1.4% | +92.4% | +90.5% |
| YTD | +32.7% | +3.4% | +29.3% | +29.0% |
| 1Y | +13.3% | +9.9% | +3.4% | +7.0% |
| 3Y | +83.4% | +28.5% | +54.9% | +60.0% |
| 5Y | -24.7% | -20.5% | -4.2% | -23.8% |
| All | +14.6% | +32.6% | -18.0% | +38.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling