+110.2%
SW vs FTAI
+2,120.5%
-2,010.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.5% | +8.0% | -0.6% |
| 7D | +4.7% | -17.1% | +21.8% | +6.4% |
| 30D | +5.0% | -9.5% | +14.5% | +5.7% |
| 3M | -7.3% | -27.2% | +19.9% | -4.9% |
| 6M | +15.0% | -33.3% | +48.2% | +18.7% |
| YTD | +18.5% | -17.0% | +35.5% | +19.7% |
| 1Y | +27.1% | +0.7% | +26.4% | +26.2% |
| 3Y | +49.3% | +326.8% | -277.4% | +31.0% |
| 5Y | -1.6% | +728.9% | -730.6% | -17.9% |
| 10Y | +185.4% | +2,457.0% | -2,271.6% | +132.2% |
| All | +110.2% | +2,120.5% | -2,010.2% | +66.1% |
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