+2,582.9%
FTAI vs SIMO
+977.0%
+1,605.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.7% | -10.3% | -3.5% |
| 7D | +0.7% | +4.2% | -3.6% | -0.5% |
| 30D | -12.1% | +4.1% | -16.2% | -13.5% |
| 3M | -21.3% | -12.9% | -8.5% | -20.5% |
| 6M | -30.2% | +110.3% | -140.6% | -44.2% |
| YTD | +0.3% | +178.6% | -178.3% | -26.3% |
| 1Y | +27.2% | +220.0% | -192.8% | -9.7% |
| 3Y | +443.9% | +409.0% | +34.8% | +240.9% |
| 5Y | +853.5% | +277.3% | +576.2% | +519.4% |
| 10Y | +3,169.1% | +506.6% | +2,662.5% | +1,694.1% |
| All | +2,582.9% | +977.0% | +1,605.9% | +1,280.2% |
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