-4.6%
STM vs FTAI
+848.5%
-853.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.0% | +1.0% |
| 7D | +12.0% | +0.2% | +11.8% | +11.8% |
| 30D | -0.4% | +10.7% | -11.0% | -3.5% |
| 3M | -13.2% | -16.4% | +3.2% | -9.4% |
| 6M | -26.1% | -32.2% | +6.1% | -18.5% |
| YTD | +81.2% | -7.7% | +88.9% | +80.9% |
| 1Y | +98.3% | +18.7% | +79.6% | +84.2% |
| 3Y | +16.7% | +354.3% | -337.6% | -44.9% |
| All | -4.6% | +848.5% | -853.0% | -69.7% |
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