+574.2%
SNPS vs UDR
+44.7%
+529.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | +1.0% |
| 7D | -5.5% | -3.3% | -2.2% | -4.3% |
| 30D | -4.5% | -5.6% | +1.2% | -2.6% |
| 3M | -15.5% | -9.4% | -6.1% | -12.7% |
| 6M | -10.1% | -3.0% | -7.1% | -9.8% |
| YTD | -16.3% | -0.4% | -15.9% | -17.0% |
| 1Y | -34.9% | -5.1% | -29.8% | -34.0% |
| 3Y | -14.4% | +4.2% | -18.6% | -17.2% |
| 5Y | +17.9% | -19.5% | +37.4% | +25.0% |
| 10Y | +574.2% | +47.9% | +526.4% | +485.5% |
| All | +574.2% | +44.7% | +529.6% | +485.5% |
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