+2,361.6%
FTAI vs SFM
+143.4%
+2,218.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.5% | -2.6% |
| 7D | -9.7% | -8.8% | -0.9% | -8.8% |
| 30D | -20.0% | -14.5% | -5.5% | -18.7% |
| 3M | -20.1% | -16.8% | -3.2% | -18.6% |
| 6M | -33.3% | -5.3% | -27.9% | -33.4% |
| YTD | -8.0% | -9.4% | +1.4% | -8.0% |
| 1Y | +8.0% | -46.2% | +54.1% | +14.5% |
| 3Y | +413.4% | +81.3% | +332.1% | +382.4% |
| 5Y | +858.6% | +211.9% | +646.7% | +745.3% |
| 10Y | +3,003.7% | +268.4% | +2,735.3% | +2,586.1% |
| All | +2,361.6% | +143.4% | +2,218.2% | +2,181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling