+2,432.1%
FTAI vs SMTC
+597.3%
+1,834.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -6.0% |
| 7D | -0.2% | +22.5% | -22.7% | -6.0% |
| 30D | -13.6% | +24.9% | -38.5% | -19.5% |
| 3M | -20.6% | +4.1% | -24.6% | -23.5% |
| 6M | -32.6% | +92.6% | -125.1% | -45.9% |
| YTD | -5.4% | +122.5% | -127.8% | -27.2% |
| 1Y | +12.9% | +166.2% | -153.3% | -17.8% |
| 3Y | +428.1% | +577.2% | -149.0% | +152.4% |
| 5Y | +863.0% | +119.0% | +744.0% | +524.6% |
| 10Y | +3,092.6% | +527.9% | +2,564.7% | +1,421.8% |
| All | +2,432.1% | +597.3% | +1,834.8% | +1,030.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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