+29.6%
SNOW vs UDR
+26.8%
+2.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -2.4% | -3.5% | +1.0% | -1.0% |
| 30D | -1.0% | -5.3% | +4.3% | +1.2% |
| 3M | +36.9% | -9.5% | +46.4% | +42.3% |
| 6M | +83.4% | -0.7% | +84.0% | +82.0% |
| YTD | +50.0% | -1.2% | +51.2% | +49.0% |
| 1Y | +46.5% | -5.7% | +52.3% | +48.5% |
| 3Y | +93.3% | +3.7% | +89.6% | +86.4% |
| 5Y | +3.3% | -18.9% | +22.2% | +7.7% |
| All | +29.6% | +26.8% | +2.8% | +59.4% |
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