+282.6%
SPGI vs FTAI
+2,995.8%
-2,713.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.5% |
| 7D | -8.9% | -9.7% | +0.8% | -7.5% |
| 30D | +0.6% | -20.0% | +20.6% | +3.9% |
| 3M | +2.0% | -20.1% | +22.0% | +4.5% |
| 6M | +0.1% | -33.3% | +33.4% | +4.3% |
| YTD | -16.4% | -8.0% | -8.4% | -18.2% |
| 1Y | -18.9% | +8.0% | -26.9% | -23.5% |
| 3Y | +13.8% | +413.4% | -399.7% | -31.2% |
| 5Y | +0.5% | +858.6% | -858.1% | -49.6% |
| All | +282.6% | +2,995.8% | -2,713.2% | +40.2% |
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