+266.6%
SCHD vs FTAI
+2,361.6%
-2,095.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | 0.0% |
| 7D | -3.1% | -9.7% | +6.6% | -2.0% |
| 30D | -0.8% | -20.0% | +19.2% | +1.5% |
| 3M | +6.2% | -20.1% | +26.3% | +8.1% |
| 6M | +11.8% | -33.3% | +45.1% | +15.3% |
| YTD | +26.0% | -8.0% | +34.0% | +24.5% |
| 1Y | +28.1% | +8.0% | +20.2% | +23.6% |
| 3Y | +54.6% | +413.4% | -358.8% | +11.3% |
| 5Y | +60.3% | +858.6% | -798.3% | +2.0% |
| 10Y | +242.1% | +3,003.7% | -2,761.5% | +87.0% |
| All | +266.6% | +2,361.6% | -2,095.0% | +100.7% |
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