-19.4%
SE vs FTAI
-32.2%
+12.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.4% |
| 7D | -0.5% | +0.2% | -0.7% | -0.7% |
| 30D | -20.9% | +10.7% | -31.6% | -23.4% |
| 3M | -38.9% | -16.4% | -22.5% | -36.8% |
| 6M | -19.4% | -32.2% | +12.8% | -14.4% |
| All | -19.4% | -32.2% | +12.8% | -14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling