+16.5%
FTAI vs SN
+156.5%
-140.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +4.1% | -14.7% | -12.4% |
| 7D | +7.4% | +10.6% | -3.2% | +2.6% |
| 30D | +9.0% | +20.0% | -11.0% | +0.3% |
| 3M | -18.9% | +30.4% | -49.3% | -29.3% |
| 6M | -24.9% | +91.0% | -115.9% | -48.7% |
| YTD | -8.3% | +95.9% | -104.2% | -38.1% |
| 1Y | +16.5% | +158.9% | -142.4% | -28.7% |
| All | +16.5% | +156.5% | -140.0% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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