-14.4%
SMR vs FTAI
+968.5%
-982.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.3% | -19.0% | -17.1% |
| 7D | -11.2% | -5.2% | -6.0% | -9.4% |
| 30D | -10.2% | -17.9% | +7.7% | -3.0% |
| 3M | -10.0% | -22.7% | +12.7% | -0.7% |
| 6M | -30.5% | -28.0% | -2.4% | -20.9% |
| YTD | -39.2% | -5.0% | -34.3% | -37.2% |
| 1Y | -75.5% | +10.4% | -85.9% | -76.0% |
| 3Y | +45.4% | +425.2% | -379.8% | -22.0% |
| All | -14.4% | +968.5% | -982.9% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling