+3,240.2%
FTAI vs SWK
+3.3%
+3,236.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -2.0% |
| 7D | +0.7% | -0.4% | +1.1% | +0.8% |
| 30D | -12.1% | -5.7% | -6.4% | -9.5% |
| 3M | -21.3% | +24.1% | -45.4% | -29.6% |
| 6M | -30.2% | +24.7% | -54.9% | -37.5% |
| YTD | +0.3% | +33.9% | -33.7% | -13.6% |
| 1Y | +27.2% | +34.7% | -7.5% | +8.3% |
| 3Y | +443.9% | +15.3% | +428.6% | +372.4% |
| 5Y | +853.5% | -39.3% | +892.8% | +1,011.6% |
| All | +3,240.2% | +3.3% | +3,236.9% | +2,557.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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