+16.5%
FTAI vs SHAK
-21.2%
+37.7%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.8% | -14.4% | -11.5% |
| 7D | +7.4% | +8.3% | -0.9% | +5.3% |
| 30D | +9.0% | +16.7% | -7.7% | +4.9% |
| 3M | -18.9% | +10.0% | -28.9% | -20.9% |
| 6M | -24.9% | -23.8% | -1.1% | -19.7% |
| YTD | -8.3% | -10.3% | +2.0% | -3.6% |
| 1Y | +16.5% | -22.9% | +39.4% | +27.0% |
| All | +16.5% | -21.2% | +37.7% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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