+672.5%
SNPS vs UDR
+55.2%
+617.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.7% | +0.6% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | -8.0% | +7.9% | -16.0% | -10.7% |
| 3M | +12.5% | -0.8% | +13.2% | +12.3% |
| 6M | -10.5% | 0.0% | -10.4% | -11.2% |
| YTD | -1.6% | +3.7% | -5.4% | -4.1% |
| 1Y | +16.8% | +8.5% | +8.3% | +11.7% |
| 3Y | -10.9% | +26.6% | -37.5% | -20.1% |
| 5Y | +35.8% | -20.2% | +56.0% | +43.8% |
| All | +672.5% | +55.2% | +617.4% | +575.9% |
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