-11.3%
SNPS vs UDR
+28.9%
-40.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | +2.0% | -2.7% | -1.1% |
| 30D | -9.8% | +7.9% | -17.7% | -11.7% |
| 3M | +11.7% | -1.5% | +13.2% | +12.0% |
| 6M | -10.9% | +0.9% | -11.8% | -11.9% |
| YTD | -2.1% | +4.0% | -6.1% | -4.5% |
| 1Y | +14.8% | +10.4% | +4.4% | +9.0% |
| 3Y | -11.3% | +26.9% | -38.3% | -13.9% |
| All | -11.3% | +28.9% | -40.2% | -13.9% |
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 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