+495.5%
FTAI vs SN
+650.0%
-154.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.0% | -1.3% | -3.2% |
| 7D | +12.9% | +1.4% | +11.5% | +12.5% |
| 30D | +9.9% | +16.6% | -6.7% | +4.3% |
| 3M | -19.1% | +18.3% | -37.4% | -24.1% |
| 6M | -30.9% | +103.1% | -133.9% | -47.2% |
| YTD | -6.3% | +96.7% | -103.1% | -27.6% |
| 1Y | +20.0% | +134.3% | -114.3% | -12.4% |
| 3Y | +363.0% | +425.2% | -62.3% | +204.6% |
| All | +495.5% | +650.0% | -154.5% | +292.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling