+908.9%
FTAI vs SM
+108.4%
+800.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | -5.2% | +4.6% | -9.8% | -5.9% |
| 30D | -17.9% | +18.2% | -36.1% | -20.1% |
| 3M | -22.7% | +22.5% | -45.3% | -25.7% |
| 6M | -28.0% | +50.6% | -78.6% | -35.1% |
| YTD | -5.0% | +108.1% | -113.1% | -21.4% |
| 1Y | +10.4% | +46.0% | -35.6% | -1.0% |
| 3Y | +425.2% | +2.9% | +422.4% | +391.9% |
| All | +908.9% | +108.4% | +800.5% | +751.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling