+485.0%
FTAI vs SN
+453.9%
+31.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -1.4% |
| 7D | -9.7% | -7.2% | -2.5% | -7.2% |
| 30D | -20.0% | -13.4% | -6.6% | -16.0% |
| 3M | -20.1% | +26.8% | -46.8% | -27.4% |
| 6M | -33.3% | +44.6% | -77.9% | -42.4% |
| YTD | -8.0% | +45.3% | -53.3% | -20.7% |
| 1Y | +8.0% | +40.1% | -32.2% | -6.4% |
| 3Y | +413.4% | +375.3% | +38.1% | +279.1% |
| All | +485.0% | +453.9% | +31.1% | +329.7% |
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 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