+3,076.9%
FTAI vs SYF
+258.4%
+2,818.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +2.9% |
| 7D | -5.2% | -4.9% | -0.3% | -2.7% |
| 30D | -17.9% | -4.3% | -13.6% | -16.0% |
| 3M | -22.7% | +5.5% | -28.2% | -24.9% |
| 6M | -28.0% | +17.5% | -45.5% | -33.4% |
| YTD | -5.0% | -7.8% | +2.8% | -1.5% |
| 1Y | +10.4% | +1.6% | +8.8% | +8.7% |
| 3Y | +425.2% | +154.8% | +270.4% | +220.1% |
| 5Y | +890.3% | +79.5% | +810.9% | +584.0% |
| All | +3,076.9% | +258.4% | +2,818.6% | +1,266.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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