+3,076.9%
FTAI vs SPYG
+424.6%
+2,652.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +2.5% |
| 7D | -5.2% | -0.9% | -4.3% | -4.3% |
| 30D | -17.9% | -1.5% | -16.4% | -16.5% |
| 3M | -22.7% | +3.7% | -26.5% | -25.1% |
| 6M | -28.0% | +16.4% | -44.4% | -37.0% |
| YTD | -5.0% | +13.3% | -18.3% | -14.6% |
| 1Y | +10.4% | +17.9% | -7.5% | -4.2% |
| 3Y | +425.2% | +98.3% | +326.9% | +189.2% |
| 5Y | +890.3% | +86.4% | +803.9% | +469.4% |
| All | +3,076.9% | +424.6% | +2,652.3% | +830.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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