+537.5%
FTAI vs SN
+490.7%
+46.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.5% | -1.2% |
| 7D | +0.7% | -9.3% | +10.0% | +4.0% |
| 30D | -12.1% | -4.8% | -7.3% | -10.8% |
| 3M | -21.3% | +40.4% | -61.8% | -31.3% |
| 6M | -30.2% | +50.9% | -81.2% | -40.7% |
| YTD | +0.3% | +54.9% | -54.7% | -15.5% |
| 1Y | +27.2% | +43.0% | -15.9% | +9.2% |
| 3Y | +443.9% | +391.8% | +52.0% | +292.0% |
| All | +537.5% | +490.7% | +46.9% | +357.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling