+265.9%
SAP vs FTAI
+2,405.9%
-2,140.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.5% |
| 7D | -3.9% | +12.9% | -16.7% | -5.5% |
| 30D | +6.5% | +9.9% | -3.4% | +4.4% |
| 3M | +14.7% | -19.1% | +33.8% | +16.5% |
| 6M | +39.9% | -30.9% | +70.8% | +44.0% |
| YTD | -2.0% | -6.3% | +4.4% | -5.1% |
| 1Y | -6.0% | +20.0% | -26.1% | -12.8% |
| 3Y | +67.7% | +363.0% | -295.3% | +12.9% |
| 5Y | +78.8% | +864.8% | -786.0% | +2.5% |
| 10Y | +229.3% | +2,705.3% | -2,476.0% | +63.9% |
| All | +265.9% | +2,405.9% | -2,140.0% | +77.0% |
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