+10.4%
FTAI vs SFM
-46.0%
+56.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.4% |
| 7D | -5.2% | -10.6% | +5.4% | -6.1% |
| 30D | -17.9% | -15.5% | -2.4% | -19.1% |
| 3M | -22.7% | -17.4% | -5.3% | -23.9% |
| 6M | -28.0% | -3.4% | -24.6% | -28.4% |
| YTD | -5.0% | -8.7% | +3.7% | -6.2% |
| 1Y | +10.4% | -47.2% | +57.6% | +7.9% |
| All | +10.4% | -46.0% | +56.4% | +7.9% |
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