+287.8%
SCHW vs FTAI
+2,361.6%
-2,073.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +1.2% |
| 7D | -2.8% | -9.7% | +6.9% | -1.1% |
| 30D | -0.1% | -20.0% | +19.9% | +3.6% |
| 3M | +20.6% | -20.1% | +40.6% | +24.0% |
| 6M | +15.9% | -33.3% | +49.2% | +21.5% |
| YTD | +8.5% | -8.0% | +16.5% | +6.5% |
| 1Y | +17.8% | +8.0% | +9.9% | +11.2% |
| 3Y | +88.5% | +413.4% | -324.9% | +12.3% |
| 5Y | +60.6% | +858.6% | -797.9% | -20.0% |
| 10Y | +298.0% | +3,003.7% | -2,705.6% | +59.0% |
| All | +287.8% | +2,361.6% | -2,073.8% | +56.0% |
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