+3.3%
SNOW vs UDR
-20.2%
+23.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -2.4% | -3.5% | +1.0% | -0.4% |
| 30D | -1.0% | -5.3% | +4.3% | +2.1% |
| 3M | +36.9% | -9.5% | +46.4% | +44.7% |
| 6M | +83.4% | -0.7% | +84.0% | +81.1% |
| YTD | +50.0% | -1.2% | +51.2% | +48.1% |
| 1Y | +46.5% | -5.7% | +52.3% | +49.0% |
| 3Y | +93.3% | +3.7% | +89.6% | +79.2% |
| All | +3.3% | -20.2% | +23.5% | +17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling