+27.2%
FTAI vs SFM
-41.4%
+68.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.4% | -1.3% |
| 7D | +0.7% | -0.1% | +0.7% | +0.7% |
| 30D | -12.1% | -4.4% | -7.7% | -12.4% |
| 3M | -21.3% | +1.5% | -22.9% | -20.8% |
| 6M | -30.2% | +6.5% | -36.7% | -30.1% |
| YTD | +0.3% | +2.2% | -1.9% | -0.1% |
| 1Y | +27.2% | -41.9% | +69.1% | +47.5% |
| All | +27.2% | -41.4% | +68.6% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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