-30.4%
SPXS vs RJF
+7.8%
-38.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +4.3% | -9.2% | -2.4% |
| 7D | +2.2% | +7.2% | -5.0% | +6.4% |
| 30D | +3.8% | +4.9% | -1.1% | +6.6% |
| 3M | +3.3% | -5.5% | +8.9% | 0.0% |
| 6M | -16.7% | +8.0% | -24.6% | -12.8% |
| YTD | -28.5% | +6.2% | -34.7% | -21.7% |
| 1Y | -30.4% | +7.8% | -38.2% | -22.1% |
| All | -30.4% | +7.8% | -38.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling