+858.6%
FTAI vs SPG
+103.4%
+755.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -2.8% |
| 7D | -9.7% | -2.2% | -7.5% | -8.4% |
| 30D | -20.0% | -5.8% | -14.2% | -17.0% |
| 3M | -20.1% | -2.8% | -17.3% | -19.1% |
| 6M | -33.3% | +8.9% | -42.2% | -37.0% |
| YTD | -8.0% | +14.3% | -22.3% | -16.0% |
| 1Y | +8.0% | +19.5% | -11.5% | -4.9% |
| 3Y | +413.4% | +106.9% | +306.6% | +218.5% |
| 5Y | +858.6% | +108.7% | +749.8% | +539.3% |
| All | +858.6% | +103.4% | +755.2% | +539.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling