+16.4%
SPGI vs FTAI
+421.8%
-405.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.8% | +3.3% | -2.2% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +2.0% | -13.6% | +15.7% | +2.8% |
| 3M | +4.3% | -20.6% | +24.9% | +5.3% |
| 6M | -0.2% | -32.6% | +32.4% | +1.4% |
| YTD | -14.8% | -5.4% | -9.4% | -15.9% |
| 1Y | -18.5% | +12.9% | -31.4% | -21.0% |
| All | +16.4% | +421.8% | -405.5% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling