+858.6%
FTAI vs SGI
+45.9%
+812.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.4% |
| 7D | -9.7% | -4.9% | -4.8% | -7.6% |
| 30D | -20.0% | +1.6% | -21.6% | -20.7% |
| 3M | -20.1% | -3.2% | -16.9% | -19.1% |
| 6M | -33.3% | -16.0% | -17.2% | -28.0% |
| YTD | -8.0% | -25.4% | +17.4% | +3.4% |
| 1Y | +8.0% | -21.6% | +29.5% | +18.2% |
| 3Y | +413.4% | +52.9% | +360.6% | +326.1% |
| 5Y | +858.6% | +47.5% | +811.1% | +559.6% |
| All | +858.6% | +45.9% | +812.7% | +559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 5y: compounded portfolio wealth divided by compounded SGI 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…
5y analysis · Full analysis span regression · 6 months rolling