+3,076.9%
FTAI vs SPY
+322.5%
+2,754.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.5% | +2.2% |
| 7D | -5.2% | -0.8% | -4.4% | -4.2% |
| 30D | -17.9% | -1.1% | -16.9% | -16.6% |
| 3M | -22.7% | +3.9% | -26.6% | -25.8% |
| 6M | -28.0% | +13.6% | -41.6% | -37.2% |
| YTD | -5.0% | +12.7% | -17.6% | -16.1% |
| 1Y | +10.4% | +17.5% | -7.1% | -7.1% |
| 3Y | +425.2% | +76.9% | +348.3% | +186.7% |
| 5Y | +890.3% | +83.6% | +806.8% | +423.3% |
| All | +3,076.9% | +322.5% | +2,754.5% | +761.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling