+4.9%
SPGI vs FTAI
+993.2%
-988.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | -2.5% | +3.9% | -6.4% | -2.8% |
| 30D | +5.4% | -8.8% | +14.2% | +6.2% |
| 3M | +9.0% | -14.5% | +23.5% | +10.0% |
| 6M | +0.8% | -24.0% | +24.8% | +2.1% |
| YTD | -12.6% | +0.5% | -13.0% | -14.7% |
| 1Y | -16.1% | +19.1% | -35.2% | -20.4% |
| 3Y | +19.0% | +460.7% | -441.8% | -23.5% |
| All | +4.9% | +993.2% | -988.3% | -45.0% |
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