+27.2%
FTAI vs STLA
-38.0%
+65.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.8% |
| 7D | +0.7% | +2.6% | -1.9% | +0.3% |
| 30D | -12.1% | -1.2% | -10.8% | -12.0% |
| 3M | -21.3% | -24.8% | +3.4% | -18.0% |
| 6M | -30.2% | -25.6% | -4.7% | -27.7% |
| YTD | +0.3% | -48.9% | +49.2% | +3.5% |
| 1Y | +27.2% | -38.8% | +65.9% | +26.2% |
| All | +27.2% | -38.0% | +65.2% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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