+863.0%
FTAI vs SIMO
+312.7%
+550.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.1% | -7.9% | -6.3% |
| 7D | -0.2% | +14.5% | -14.7% | -3.6% |
| 30D | -13.6% | +20.4% | -34.1% | -17.9% |
| 3M | -20.6% | +7.1% | -27.7% | -23.6% |
| 6M | -32.6% | +129.2% | -161.8% | -49.1% |
| YTD | -5.4% | +201.9% | -207.3% | -35.8% |
| 1Y | +12.9% | +235.5% | -222.6% | -26.0% |
| 3Y | +428.1% | +463.8% | -35.7% | +190.2% |
| 5Y | +863.0% | +306.7% | +556.3% | +474.8% |
| All | +863.0% | +312.7% | +550.3% | +474.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling