+408.4%
FTAI vs SM
-0.7%
+409.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -2.8% |
| 7D | -9.7% | +2.1% | -11.8% | -9.9% |
| 30D | -20.0% | +18.1% | -38.1% | -21.7% |
| 3M | -20.1% | +17.0% | -37.0% | -21.8% |
| 6M | -33.3% | +55.4% | -88.7% | -40.5% |
| YTD | -8.0% | +108.6% | -116.6% | -26.0% |
| 1Y | +8.0% | +45.7% | -37.7% | -2.6% |
| All | +408.4% | -0.7% | +409.1% | +389.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling