+45.5%
SRE vs FTAI
+890.7%
-845.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.3% | -4.1% | -1.0% |
| 7D | -0.8% | -5.2% | +4.4% | -0.5% |
| 30D | -3.0% | -17.9% | +14.9% | -2.0% |
| 3M | -8.3% | -22.7% | +14.4% | -7.2% |
| 6M | -8.9% | -28.0% | +19.1% | -7.9% |
| YTD | -4.3% | -5.0% | +0.7% | -5.2% |
| 1Y | +2.7% | +10.4% | -7.7% | +0.4% |
| 3Y | +28.7% | +425.2% | -396.6% | -0.8% |
| All | +45.5% | +890.7% | -845.2% | -1.9% |
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