+2,701.9%
FTAI vs SPMO
+562.6%
+2,139.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -0.9% | -1.1% |
| 7D | -9.7% | +0.1% | -9.8% | -9.8% |
| 30D | -20.0% | -0.7% | -19.3% | -19.3% |
| 3M | -20.1% | +2.8% | -22.9% | -22.3% |
| 6M | -33.3% | +24.4% | -57.7% | -45.1% |
| YTD | -8.0% | +24.2% | -32.2% | -24.0% |
| 1Y | +8.0% | +24.5% | -16.5% | -10.8% |
| 3Y | +413.4% | +155.6% | +257.8% | +141.2% |
| 5Y | +858.6% | +148.2% | +710.4% | +361.4% |
| 10Y | +3,003.7% | +514.8% | +2,488.9% | +894.8% |
| All | +2,701.9% | +562.6% | +2,139.3% | +805.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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