+858.6%
FTAI vs STT
+153.4%
+705.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.6% |
| 6M | -33.3% | +57.9% | -91.2% | -48.5% |
| YTD | -8.0% | +51.0% | -59.0% | -27.5% |
| 1Y | +8.0% | +77.1% | -69.2% | -22.4% |
| 3Y | +413.4% | +199.8% | +213.6% | +173.0% |
| 5Y | +858.6% | +156.0% | +702.6% | +424.2% |
| All | +858.6% | +153.4% | +705.2% | +424.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling