+2,361.6%
FTAI vs SHAK
-18.1%
+2,379.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.2% |
| 7D | -9.7% | -11.0% | +1.3% | -6.6% |
| 30D | -20.0% | -14.0% | -6.0% | -16.4% |
| 3M | -20.1% | +13.3% | -33.3% | -23.3% |
| 6M | -33.3% | -35.3% | +2.0% | -26.2% |
| YTD | -8.0% | -24.0% | +16.0% | -3.2% |
| 1Y | +8.0% | -36.7% | +44.7% | +18.7% |
| 3Y | +413.4% | -5.4% | +418.8% | +395.2% |
| 5Y | +858.6% | -24.9% | +883.5% | +828.8% |
| 10Y | +3,003.7% | +79.6% | +2,924.0% | +2,280.8% |
| All | +2,361.6% | -18.1% | +2,379.7% | +1,815.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling