+1.5%
SMR vs FTAI
+934.2%
-932.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.8% | -2.8% | -4.4% |
| 7D | +4.7% | -9.7% | +14.4% | +9.4% |
| 30D | +3.2% | -20.0% | +23.2% | +13.0% |
| 3M | +9.9% | -20.1% | +30.0% | +20.0% |
| 6M | -15.1% | -33.3% | +18.2% | -0.3% |
| YTD | -27.9% | -8.0% | -19.9% | -24.2% |
| 1Y | -70.2% | +8.0% | -78.2% | -70.4% |
| 3Y | +72.5% | +413.4% | -340.9% | -6.2% |
| All | +1.5% | +934.2% | -932.7% | -55.0% |
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 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