+171.3%
SAP vs FTAI
+2,995.8%
-2,824.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | -5.1% | -9.7% | +4.6% | -3.8% |
| 30D | -1.8% | -20.0% | +18.2% | +1.1% |
| 3M | +20.9% | -20.1% | +41.0% | +23.5% |
| 6M | +7.0% | -33.3% | +40.3% | +10.9% |
| YTD | -13.7% | -8.0% | -5.7% | -15.7% |
| 1Y | -19.6% | +8.0% | -27.5% | -23.9% |
| 3Y | +52.4% | +413.4% | -361.0% | -2.4% |
| 5Y | +54.4% | +858.6% | -804.1% | -15.3% |
| All | +171.3% | +2,995.8% | -2,824.5% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 FTAI 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