+0.7%
FTAI vs SCHG
+0.2%
+0.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.5% | -4.0% | -1.5% |
| 7D | -17.1% | -6.8% | -10.3% | -8.0% |
| 30D | -9.5% | -11.2% | +1.7% | +8.1% |
| 3M | -27.2% | -7.4% | -19.9% | -18.8% |
| 6M | -33.3% | -1.0% | -32.2% | -32.3% |
| YTD | -17.0% | +0.9% | -17.9% | -20.4% |
| 1Y | +0.7% | -0.2% | +0.9% | -2.1% |
| All | +0.7% | +0.2% | +0.6% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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