+2,405.9%
FTAI vs SIMO
+656.9%
+1,749.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -3.8% |
| 7D | +12.9% | +14.9% | -2.0% | +9.4% |
| 30D | +9.9% | -27.0% | +36.9% | +17.5% |
| 3M | -19.1% | -25.4% | +6.3% | -14.7% |
| 6M | -30.9% | -30.3% | -0.6% | -27.5% |
| YTD | -6.3% | +95.8% | -102.1% | -26.2% |
| 1Y | +20.0% | +100.0% | -80.0% | -5.9% |
| 3Y | +363.0% | +238.3% | +124.7% | +214.9% |
| 5Y | +864.8% | +187.6% | +677.2% | +562.5% |
| 10Y | +2,705.3% | +422.5% | +2,282.8% | +1,521.3% |
| All | +2,405.9% | +656.9% | +1,749.0% | +1,282.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling