+225.8%
SO vs FTAI
+2,582.9%
-2,357.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.8% | -0.7% |
| 7D | -0.2% | +0.7% | -0.8% | -0.2% |
| 30D | -4.6% | -12.1% | +7.5% | -4.1% |
| 3M | -3.0% | -21.3% | +18.3% | -2.3% |
| 6M | -8.3% | -30.2% | +22.0% | -7.3% |
| YTD | +3.5% | +0.3% | +3.3% | +2.6% |
| 1Y | -0.9% | +27.2% | -28.1% | -3.2% |
| 3Y | +45.4% | +443.9% | -398.5% | +24.3% |
| 5Y | +59.6% | +853.5% | -793.9% | +28.4% |
| 10Y | +156.6% | +3,169.1% | -3,012.5% | +97.2% |
| All | +225.8% | +2,582.9% | -2,357.1% | +144.7% |
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 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