+2,588.5%
FTAI vs SM
-26.0%
+2,614.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.4% | -0.4% |
| 7D | +3.9% | -0.2% | +4.1% | +3.9% |
| 30D | -8.8% | +31.5% | -40.4% | -12.9% |
| 3M | -14.5% | +17.3% | -31.8% | -17.6% |
| 6M | -24.0% | +48.5% | -72.5% | -30.7% |
| YTD | +0.5% | +106.3% | -105.8% | -13.9% |
| 1Y | +19.1% | +47.3% | -28.2% | +7.6% |
| 3Y | +460.7% | -1.4% | +462.2% | +432.7% |
| 5Y | +947.3% | +114.0% | +833.3% | +741.9% |
| 10Y | +3,244.4% | +12.5% | +3,231.9% | +1,757.0% |
| All | +2,588.5% | -26.0% | +2,614.5% | +1,178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling