+1,636.7%
FTAI vs SITM
+4,789.7%
-3,153.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +5.5% | -2.2% | +2.1% |
| 7D | -5.2% | +3.9% | -9.1% | -6.0% |
| 30D | -17.9% | -6.6% | -11.3% | -16.8% |
| 3M | -22.7% | -11.9% | -10.9% | -22.1% |
| 6M | -28.0% | +81.1% | -109.1% | -38.2% |
| YTD | -5.0% | +80.0% | -84.9% | -19.2% |
| 1Y | +10.4% | +145.8% | -135.4% | -13.3% |
| 3Y | +425.2% | +475.9% | -50.6% | +221.6% |
| 5Y | +890.3% | +189.2% | +701.1% | +531.6% |
| All | +1,636.7% | +4,789.7% | -3,153.0% | +568.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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