+3,076.9%
FTAI vs SIMO
+605.2%
+2,471.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +7.2% | -3.9% | +1.6% |
| 7D | -5.2% | +11.0% | -16.2% | -7.6% |
| 30D | -17.9% | +17.9% | -35.8% | -21.4% |
| 3M | -22.7% | +3.9% | -26.6% | -25.1% |
| 6M | -28.0% | +131.0% | -159.0% | -44.6% |
| YTD | -5.0% | +209.3% | -214.3% | -33.4% |
| 1Y | +10.4% | +223.8% | -213.4% | -23.6% |
| 3Y | +425.2% | +479.2% | -54.0% | +207.9% |
| 5Y | +890.3% | +316.0% | +574.3% | +507.7% |
| All | +3,076.9% | +605.2% | +2,471.8% | +1,463.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling