+858.6%
FTAI vs SPY
+79.8%
+778.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.9% |
| 7D | -9.7% | -2.0% | -7.7% | -6.9% |
| 30D | -20.0% | -1.7% | -18.3% | -17.8% |
| 3M | -20.1% | +4.7% | -24.8% | -24.8% |
| 6M | -33.3% | +12.5% | -45.8% | -42.6% |
| YTD | -8.0% | +11.7% | -19.7% | -19.9% |
| 1Y | +8.0% | +17.5% | -9.5% | -12.2% |
| 3Y | +413.4% | +76.6% | +336.9% | +154.0% |
| 5Y | +858.6% | +82.0% | +776.5% | +365.6% |
| All | +858.6% | +79.8% | +778.8% | +365.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling