+11.1%
SMR vs FTAI
+1,029.6%
-1,018.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +0.2% | +15.0% | +15.2% |
| 7D | +21.4% | +3.9% | +17.5% | +19.3% |
| 30D | +13.8% | -8.8% | +22.7% | +18.0% |
| 3M | +3.9% | -14.5% | +18.4% | +10.2% |
| 6M | -4.2% | -24.0% | +19.8% | +6.7% |
| YTD | -21.1% | +0.5% | -21.6% | -20.1% |
| 1Y | -67.1% | +19.1% | -86.2% | -68.6% |
| 3Y | +88.9% | +460.7% | -371.9% | -1.1% |
| All | +11.1% | +1,029.6% | -1,018.4% | -52.6% |
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