+94.8%
SNOW vs UDR
+4.1%
+90.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -0.5% |
| 7D | +8.4% | -3.3% | +11.6% | +9.6% |
| 30D | -1.0% | -5.6% | +4.7% | +1.0% |
| 3M | +38.3% | -9.4% | +47.7% | +43.0% |
| 6M | +81.3% | -3.0% | +84.2% | +81.6% |
| YTD | +51.1% | -0.4% | +51.5% | +49.4% |
| 1Y | +47.0% | -5.1% | +52.1% | +48.7% |
| All | +94.8% | +4.1% | +90.7% | +107.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling