+16.5%
SNPS vs UDR
-18.0%
+34.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.1% |
| 7D | -5.5% | -2.1% | -3.4% | -4.7% |
| 30D | -5.8% | -5.6% | -0.1% | -3.6% |
| 3M | -17.2% | -5.8% | -11.4% | -15.5% |
| 6M | -10.4% | -1.1% | -9.3% | -10.9% |
| YTD | -16.5% | +1.6% | -18.1% | -18.2% |
| 1Y | -35.6% | -2.7% | -33.0% | -35.3% |
| 3Y | -14.6% | +6.3% | -20.9% | -19.0% |
| 5Y | +16.5% | -19.3% | +35.8% | +33.1% |
| All | +16.5% | -18.0% | +34.5% | +33.1% |
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