+2,432.1%
FTAI vs SAN
+181.8%
+2,250.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.6% | -5.3% |
| 7D | -0.2% | -0.5% | +0.3% | +0.1% |
| 30D | -13.6% | -0.1% | -13.6% | -13.6% |
| 3M | -20.6% | +19.6% | -40.2% | -26.4% |
| 6M | -32.6% | +32.7% | -65.3% | -39.8% |
| YTD | -5.4% | +26.7% | -32.1% | -14.6% |
| 1Y | +12.9% | +51.6% | -38.8% | -5.8% |
| 3Y | +428.1% | +348.7% | +79.4% | +178.0% |
| 5Y | +863.0% | +378.7% | +484.3% | +380.0% |
| 10Y | +3,092.6% | +336.9% | +2,755.6% | +1,381.5% |
| All | +2,432.1% | +181.8% | +2,250.3% | +1,110.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling