+10.4%
FTAI vs SPG
+19.1%
-8.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.1% | +3.2% | +3.3% |
| 7D | -5.2% | -1.2% | -4.1% | -4.9% |
| 30D | -17.9% | -6.1% | -11.8% | -16.8% |
| 3M | -22.7% | -3.6% | -19.1% | -22.4% |
| 6M | -28.0% | +10.4% | -38.4% | -29.1% |
| YTD | -5.0% | +14.4% | -19.3% | -3.0% |
| 1Y | +10.4% | +16.5% | -6.1% | +16.0% |
| All | +10.4% | +19.1% | -8.7% | +16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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