+267.2%
SAP vs FTAI
+2,369.3%
-2,102.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.8% | +0.5% |
| 7D | +0.6% | +0.2% | +0.4% | +0.5% |
| 30D | +6.5% | +10.7% | -4.1% | +4.3% |
| 3M | +12.2% | -16.4% | +28.7% | +13.6% |
| 6M | +46.1% | -32.2% | +78.3% | +50.7% |
| YTD | -1.6% | -7.7% | +6.1% | -4.6% |
| 1Y | -5.1% | +18.7% | -23.9% | -11.9% |
| 3Y | +68.4% | +354.3% | -286.0% | +13.6% |
| 5Y | +79.4% | +850.7% | -771.3% | +3.0% |
| 10Y | +230.5% | +2,664.3% | -2,433.9% | +64.7% |
| All | +267.2% | +2,369.3% | -2,102.1% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling