+908.9%
FTAI vs SAN
+385.2%
+523.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.3% | +1.1% | +2.0% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -17.9% | +0.9% | -18.9% | -18.3% |
| 3M | -22.7% | +19.1% | -41.8% | -29.6% |
| 6M | -28.0% | +33.2% | -61.2% | -37.7% |
| YTD | -5.0% | +29.1% | -34.1% | -17.5% |
| 1Y | +10.4% | +50.2% | -39.8% | -11.7% |
| 3Y | +425.2% | +351.0% | +74.2% | +136.8% |
| All | +908.9% | +385.2% | +523.7% | +312.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling