+3,076.9%
FTAI vs STZ
-11.3%
+3,088.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.1% | +4.4% | +3.8% |
| 7D | -5.2% | -4.5% | -0.7% | -3.5% |
| 30D | -17.9% | -8.6% | -9.3% | -15.1% |
| 3M | -22.7% | -13.8% | -9.0% | -18.5% |
| 6M | -28.0% | -17.2% | -10.9% | -22.9% |
| YTD | -5.0% | -9.4% | +4.4% | -3.2% |
| 1Y | +10.4% | -11.9% | +22.3% | +13.4% |
| 3Y | +425.2% | -49.6% | +474.8% | +587.5% |
| 5Y | +890.3% | -37.2% | +927.5% | +1,034.4% |
| All | +3,076.9% | -11.3% | +3,088.3% | +2,902.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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