+2,160.7%
SMH vs FTAI
+2,432.1%
-271.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.8% | +5.9% | +1.5% |
| 7D | +4.3% | -0.2% | +4.5% | +4.2% |
| 30D | +0.9% | -13.6% | +14.5% | +4.1% |
| 3M | -2.8% | -20.6% | +17.7% | +2.0% |
| 6M | +45.6% | -32.6% | +78.2% | +57.1% |
| YTD | +59.5% | -5.4% | +64.8% | +58.6% |
| 1Y | +93.4% | +12.9% | +80.6% | +83.6% |
| 3Y | +287.1% | +428.1% | -141.0% | +134.3% |
| 5Y | +338.0% | +863.0% | -525.0% | +124.3% |
| 10Y | +1,876.8% | +3,092.6% | -1,215.8% | +713.2% |
| All | +2,160.7% | +2,432.1% | -271.4% | +817.9% |
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