+4,901.1%
SNPS vs UDR
+2,060.8%
+2,840.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | -2.0% | -9.0% | -10.5% |
| 30D | -1.7% | -5.2% | +3.5% | -0.3% |
| 3M | -20.4% | -5.8% | -14.6% | -19.2% |
| 6M | -8.6% | -1.7% | -6.9% | -8.6% |
| YTD | -16.2% | +2.4% | -18.5% | -17.3% |
| 1Y | -34.6% | -2.1% | -32.5% | -34.4% |
| 3Y | -14.5% | +4.2% | -18.7% | -16.6% |
| 5Y | +17.0% | -20.0% | +37.0% | +22.6% |
| 10Y | +560.0% | +44.6% | +515.4% | +471.8% |
| All | +4,901.1% | +2,060.8% | +2,840.4% | +2,077.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling