+5,680.3%
SNPS vs UDR
+2,082.5%
+3,597.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +1.1% | -0.4% | +1.4% | +1.2% |
| 30D | -5.2% | +7.8% | -12.9% | -7.3% |
| 3M | +10.6% | -2.8% | +13.3% | +11.1% |
| 6M | -10.6% | -1.4% | -9.2% | -10.8% |
| YTD | -3.1% | +3.4% | -6.5% | -4.9% |
| 1Y | +15.6% | +9.9% | +5.7% | +11.4% |
| 3Y | -12.9% | +28.5% | -41.4% | -20.1% |
| 5Y | +31.2% | -20.5% | +51.7% | +37.4% |
| 10Y | +663.4% | +54.2% | +609.1% | +549.0% |
| All | +5,680.3% | +2,082.5% | +3,597.8% | +2,403.3% |
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