+128.8%
SRE vs FTAI
+2,432.1%
-2,303.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | 0.0% |
| 7D | +1.5% | -0.2% | +1.6% | +1.4% |
| 30D | +0.8% | -13.6% | +14.5% | +2.0% |
| 3M | -5.8% | -20.6% | +14.8% | -4.2% |
| 6M | -7.8% | -32.6% | +24.8% | -5.4% |
| YTD | -2.4% | -5.4% | +3.0% | -3.6% |
| 1Y | +8.9% | +12.9% | -4.0% | +5.0% |
| 3Y | +31.1% | +428.1% | -397.0% | -3.1% |
| 5Y | +48.6% | +863.0% | -814.4% | -2.0% |
| 10Y | +126.1% | +3,092.6% | -2,966.4% | +28.0% |
| All | +128.8% | +2,432.1% | -2,303.3% | +25.8% |
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