+13.7%
SPGI vs FTAI
+848.5%
-834.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.5% | +1.2% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +15.9% | +10.7% | +5.3% | +14.2% |
| 3M | +12.3% | -16.4% | +28.7% | +13.5% |
| 6M | +23.7% | -32.2% | +55.9% | +27.0% |
| YTD | -3.5% | -7.7% | +4.2% | -5.8% |
| 1Y | +0.4% | +18.7% | -18.3% | -5.4% |
| 3Y | +29.9% | +354.3% | -324.4% | -15.9% |
| All | +13.7% | +848.5% | -834.8% | -41.4% |
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