+27.2%
FTAI vs SM
+36.8%
-9.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -2.4% |
| 7D | +0.7% | -0.5% | +1.2% | +0.6% |
| 30D | -12.1% | +25.6% | -37.6% | -5.9% |
| 3M | -21.3% | +8.0% | -29.4% | -17.4% |
| 6M | -30.2% | +50.8% | -81.0% | -23.1% |
| YTD | +0.3% | +97.9% | -97.6% | +8.8% |
| 1Y | +27.2% | +33.8% | -6.6% | +43.8% |
| All | +27.2% | +36.8% | -9.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling