-1.6%
SW vs FTAI
+750.7%
-752.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.5% | +8.0% | -0.2% |
| 7D | +4.7% | -17.1% | +21.8% | +7.0% |
| 30D | +5.0% | -9.5% | +14.5% | +5.9% |
| 3M | -7.3% | -27.2% | +19.9% | -4.1% |
| 6M | +15.0% | -33.3% | +48.2% | +19.9% |
| YTD | +18.5% | -17.0% | +35.5% | +20.0% |
| 1Y | +27.1% | +0.7% | +26.4% | +25.8% |
| 3Y | +49.3% | +326.8% | -277.4% | +23.6% |
| 5Y | -1.6% | +728.9% | -730.6% | -25.9% |
| All | -1.6% | +750.7% | -752.3% | -25.9% |
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