+2,975.0%
FTAI vs STT
+267.9%
+2,707.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | -9.7% | -1.4% | -8.3% | -9.0% |
| 30D | -20.0% | +2.2% | -22.2% | -20.9% |
| 3M | -20.1% | +18.8% | -38.9% | -27.3% |
| 6M | -33.3% | +57.9% | -91.2% | -47.9% |
| YTD | -8.0% | +51.0% | -59.0% | -26.6% |
| 1Y | +8.0% | +77.1% | -69.2% | -21.1% |
| 3Y | +413.4% | +199.8% | +213.6% | +181.3% |
| 5Y | +858.6% | +156.0% | +702.6% | +446.5% |
| All | +2,975.0% | +267.9% | +2,707.1% | +1,306.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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