+395.4%
SPGI vs FTAI
+2,582.9%
-2,187.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | +0.1% | +0.7% | -0.5% | 0.0% |
| 30D | +8.4% | -12.1% | +20.5% | +10.3% |
| 3M | +11.8% | -21.3% | +33.2% | +14.9% |
| 6M | +5.7% | -30.2% | +35.9% | +9.4% |
| YTD | -9.7% | +0.3% | -9.9% | -12.7% |
| 1Y | -12.5% | +27.2% | -39.6% | -19.6% |
| 3Y | +21.8% | +443.9% | -422.1% | -25.6% |
| 5Y | +8.2% | +853.5% | -845.4% | -44.0% |
| 10Y | +309.5% | +3,169.1% | -2,859.6% | +48.3% |
| All | +395.4% | +2,582.9% | -2,187.5% | +84.7% |
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