+334.1%
SPYM vs FTAI
+2,432.1%
-2,098.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.4% | +0.4% |
| 7D | -0.4% | -0.2% | -0.2% | -0.4% |
| 30D | -1.4% | -13.6% | +12.3% | +0.5% |
| 3M | +3.7% | -20.6% | +24.3% | +6.5% |
| 6M | +13.0% | -32.6% | +45.6% | +17.8% |
| YTD | +12.5% | -5.4% | +17.8% | +10.9% |
| 1Y | +18.6% | +12.9% | +5.7% | +13.2% |
| 3Y | +78.0% | +428.1% | -350.1% | +22.1% |
| 5Y | +82.3% | +863.0% | -780.7% | +9.5% |
| 10Y | +322.9% | +3,092.6% | -2,769.7% | +112.3% |
| All | +334.1% | +2,432.1% | -2,098.1% | +119.3% |
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 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