+327.2%
SMH vs FTAI
+890.7%
-563.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.6% |
| 7D | +0.3% | -5.2% | +5.5% | +1.7% |
| 30D | -2.8% | -17.9% | +15.1% | +2.3% |
| 3M | -6.7% | -22.7% | +16.0% | -0.6% |
| 6M | +41.8% | -28.0% | +69.8% | +52.2% |
| YTD | +57.9% | -5.0% | +62.8% | +56.4% |
| 1Y | +87.6% | +10.4% | +77.2% | +77.0% |
| 3Y | +282.9% | +425.2% | -142.3% | +81.0% |
| All | +327.2% | +890.7% | -563.5% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling