+3,076.9%
FTAI vs SFM
+271.4%
+2,805.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.2% |
| 7D | -5.2% | -10.6% | +5.4% | -3.9% |
| 30D | -17.9% | -15.5% | -2.4% | -16.3% |
| 3M | -22.7% | -17.4% | -5.3% | -21.1% |
| 6M | -28.0% | -3.4% | -24.6% | -28.3% |
| YTD | -5.0% | -8.7% | +3.7% | -5.0% |
| 1Y | +10.4% | -47.2% | +57.6% | +18.4% |
| 3Y | +425.2% | +82.7% | +342.5% | +387.5% |
| 5Y | +890.3% | +214.3% | +676.1% | +751.8% |
| All | +3,076.9% | +271.4% | +2,805.5% | +2,364.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling