+10.4%
FTAI vs SPY
+18.1%
-7.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.5% | +1.3% |
| 7D | -5.2% | -0.8% | -4.4% | -3.4% |
| 30D | -17.9% | -1.1% | -16.9% | -15.6% |
| 3M | -22.7% | +3.9% | -26.6% | -28.9% |
| 6M | -28.0% | +13.6% | -41.6% | -44.1% |
| YTD | -5.0% | +12.7% | -17.6% | -25.5% |
| 1Y | +10.4% | +17.5% | -7.1% | -21.2% |
| All | +10.4% | +18.1% | -7.7% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling