+425.2%
FTAI vs SCHG
+86.3%
+339.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.5% | +2.2% |
| 7D | -5.2% | -1.0% | -4.2% | -3.8% |
| 30D | -17.9% | -1.3% | -16.6% | -16.4% |
| 3M | -22.7% | +5.4% | -28.2% | -27.8% |
| 6M | -28.0% | +14.4% | -42.4% | -38.7% |
| YTD | -5.0% | +8.0% | -13.0% | -13.2% |
| 1Y | +10.4% | +12.7% | -2.3% | -4.5% |
| 3Y | +425.2% | +85.6% | +339.6% | +179.6% |
| All | +425.2% | +86.3% | +339.0% | +179.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling