+318.0%
SPYM vs FTAI
+3,098.4%
-2,780.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.3% |
| 7D | -0.8% | -5.2% | +4.4% | 0.0% |
| 30D | -1.1% | -17.9% | +16.8% | +1.7% |
| 3M | +3.9% | -22.7% | +26.6% | +7.2% |
| 6M | +13.6% | -28.0% | +41.6% | +17.4% |
| YTD | +12.7% | -5.0% | +17.7% | +11.0% |
| 1Y | +17.6% | +10.4% | +7.2% | +12.4% |
| 3Y | +77.2% | +425.2% | -348.0% | +18.1% |
| 5Y | +84.1% | +890.3% | -806.2% | +5.5% |
| All | +318.0% | +3,098.4% | -2,780.4% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling