+82.0%
SPY vs FTAI
+847.8%
-765.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.2% |
| 7D | -2.0% | -9.7% | +7.7% | -0.6% |
| 30D | -1.7% | -20.0% | +18.3% | +1.2% |
| 3M | +4.7% | -20.1% | +24.8% | +7.3% |
| 6M | +12.5% | -33.3% | +45.8% | +17.2% |
| YTD | +11.7% | -8.0% | +19.7% | +10.6% |
| 1Y | +17.5% | +8.0% | +9.5% | +12.9% |
| 3Y | +76.6% | +413.4% | -336.9% | +12.7% |
| 5Y | +82.0% | +858.6% | -776.5% | -5.3% |
| All | +82.0% | +847.8% | -765.8% | -5.3% |
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