+2,361.6%
FTAI vs SCCO
+831.9%
+1,529.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -7.2% | +4.4% | +0.1% |
| 7D | -9.7% | -2.7% | -7.0% | -8.8% |
| 30D | -20.0% | -0.2% | -19.8% | -20.2% |
| 3M | -20.1% | +17.8% | -37.8% | -25.7% |
| 6M | -33.3% | +2.3% | -35.5% | -34.2% |
| YTD | -8.0% | +41.6% | -49.6% | -20.4% |
| 1Y | +8.0% | +101.9% | -93.9% | -18.4% |
| 3Y | +413.4% | +186.2% | +227.2% | +223.4% |
| 5Y | +858.6% | +309.7% | +548.9% | +401.7% |
| 10Y | +3,003.7% | +1,094.2% | +1,909.4% | +930.4% |
| All | +2,361.6% | +831.9% | +1,529.6% | +726.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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