-2.1%
UDR vs SNY
+2.0%
-4.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | -2.0% | -1.3% | -0.7% | -1.6% |
| 30D | -5.2% | +3.4% | -8.6% | -6.2% |
| 3M | -5.8% | -0.3% | -5.5% | -5.8% |
| 6M | -1.7% | +1.0% | -2.7% | -2.2% |
| YTD | +2.4% | -3.6% | +6.0% | +3.2% |
| 1Y | -2.1% | +3.0% | -5.1% | -3.0% |
| All | -2.1% | +2.0% | -4.2% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling