+658.8%
STM vs FTAI
+2,582.9%
-1,924.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +2.3% |
| 7D | +5.8% | +0.7% | +5.1% | +5.5% |
| 30D | -1.0% | -12.1% | +11.1% | +2.1% |
| 3M | -33.3% | -21.3% | -11.9% | -29.3% |
| 6M | +57.4% | -30.2% | +87.6% | +70.1% |
| YTD | +102.2% | +0.3% | +101.9% | +98.7% |
| 1Y | +99.6% | +27.2% | +72.4% | +83.0% |
| 3Y | +14.5% | +443.9% | -429.4% | -36.3% |
| 5Y | +21.4% | +853.5% | -832.2% | -44.1% |
| 10Y | +695.0% | +3,169.1% | -2,474.1% | +175.3% |
| All | +658.8% | +2,582.9% | -1,924.0% | +169.8% |
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