-7.8%
SRE vs FTAI
-27.0%
+19.2%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | -0.5% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | +0.8% | -13.6% | +14.5% | +0.9% |
| 3M | -5.8% | -20.6% | +14.8% | -5.9% |
| 6M | -7.8% | -32.6% | +24.8% | -8.1% |
| All | -7.8% | -27.0% | +19.2% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling