+3,076.9%
FTAI vs SAN
+357.1%
+2,719.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.1% | +2.2% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -17.9% | +0.9% | -18.9% | -18.2% |
| 3M | -22.7% | +19.1% | -41.8% | -28.8% |
| 6M | -28.0% | +33.2% | -61.2% | -36.5% |
| YTD | -5.0% | +29.1% | -34.1% | -15.8% |
| 1Y | +10.4% | +50.2% | -39.8% | -9.1% |
| 3Y | +425.2% | +351.0% | +74.2% | +159.2% |
| 5Y | +890.3% | +394.7% | +495.7% | +353.5% |
| All | +3,076.9% | +357.1% | +2,719.9% | +1,264.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling