+2,588.5%
FTAI vs SPG
+101.2%
+2,487.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +3.9% | 0.0% | +3.9% | +3.9% |
| 30D | -8.8% | -4.9% | -3.9% | -6.2% |
| 3M | -14.5% | +3.3% | -17.8% | -16.5% |
| 6M | -24.0% | +11.2% | -35.2% | -28.6% |
| YTD | +0.5% | +17.1% | -16.6% | -8.5% |
| 1Y | +19.1% | +21.6% | -2.5% | +5.5% |
| 3Y | +460.7% | +111.9% | +348.9% | +264.9% |
| 5Y | +947.3% | +106.9% | +840.4% | +576.8% |
| 10Y | +3,244.4% | +62.2% | +3,182.2% | +1,532.4% |
| All | +2,588.5% | +101.2% | +2,487.3% | +1,163.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling