+2,369.3%
FTAI vs SIMO
+614.5%
+1,754.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.6% | +4.1% | -0.2% |
| 7D | +0.2% | +4.1% | -3.9% | -0.7% |
| 30D | +10.7% | -24.0% | +34.6% | +17.4% |
| 3M | -16.4% | -31.8% | +15.3% | -10.0% |
| 6M | -32.2% | -36.9% | +4.7% | -27.3% |
| YTD | -7.7% | +84.8% | -92.5% | -26.3% |
| 1Y | +18.7% | +99.0% | -80.3% | -6.9% |
| 3Y | +354.3% | +217.9% | +136.4% | +213.4% |
| 5Y | +850.7% | +171.5% | +679.2% | +561.5% |
| 10Y | +2,664.3% | +393.3% | +2,271.1% | +1,518.9% |
| All | +2,369.3% | +614.5% | +1,754.8% | +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