+15.0%
SW vs FTAI
-33.9%
+48.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.5% | +8.0% | +0.9% |
| 7D | +4.7% | -17.1% | +21.8% | +9.2% |
| 30D | +5.0% | -9.5% | +14.5% | +6.5% |
| 3M | -7.3% | -27.2% | +19.9% | +0.5% |
| 6M | +15.0% | -33.3% | +48.2% | +26.8% |
| All | +15.0% | -33.9% | +48.8% | +26.8% |
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 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