+2,361.6%
FTAI vs SIRI
-6.2%
+2,367.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -3.1% |
| 7D | -9.7% | -3.0% | -6.7% | -8.8% |
| 30D | -20.0% | +1.3% | -21.3% | -20.3% |
| 3M | -20.1% | +5.6% | -25.7% | -21.8% |
| 6M | -33.3% | +35.2% | -68.4% | -39.6% |
| YTD | -8.0% | +49.1% | -57.1% | -19.8% |
| 1Y | +8.0% | +26.8% | -18.8% | -1.1% |
| 3Y | +413.4% | -23.7% | +437.1% | +412.4% |
| 5Y | +858.6% | -41.8% | +900.4% | +885.9% |
| 10Y | +3,003.7% | -11.3% | +3,014.9% | +2,653.8% |
| All | +2,361.6% | -6.2% | +2,367.8% | +2,069.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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