-79.1%
SPXS vs RJF
+69.1%
-148.2%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +0.8% |
| 7D | +6.4% | -4.2% | +10.6% | +2.2% |
| 30D | +6.0% | -3.6% | +9.6% | +2.6% |
| 3M | -11.6% | +15.6% | -27.3% | +2.3% |
| 6M | -28.7% | +17.6% | -46.3% | -14.8% |
| YTD | -26.3% | +9.2% | -35.5% | -17.1% |
| 1Y | -34.9% | +5.5% | -40.4% | -28.8% |
| All | -79.1% | +69.1% | -148.2% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling