+56.5%
SAP vs FTAI
+448.1%
-391.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -0.3% | +3.9% | -4.2% | -0.5% |
| 30D | +2.6% | -8.8% | +11.4% | +3.0% |
| 3M | +16.3% | -14.5% | +30.7% | +16.8% |
| 6M | +6.4% | -24.0% | +30.4% | +7.2% |
| YTD | -11.4% | +0.5% | -11.9% | -13.5% |
| 1Y | -20.4% | +19.1% | -39.5% | -23.9% |
| 3Y | +56.5% | +460.7% | -404.2% | +0.1% |
| All | +56.5% | +448.1% | -391.6% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling