-85.9%
SPXS vs RJF
+101.5%
-187.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +0.6% |
| 7D | +6.4% | -4.2% | +10.6% | +1.5% |
| 30D | +6.0% | -3.6% | +9.6% | +2.0% |
| 3M | -11.6% | +15.6% | -27.3% | +4.8% |
| 6M | -28.7% | +17.6% | -46.3% | -12.6% |
| YTD | -26.3% | +9.2% | -35.5% | -16.1% |
| 1Y | -34.9% | +5.5% | -40.4% | -28.2% |
| 3Y | -79.5% | +70.3% | -149.8% | -51.4% |
| 5Y | -85.9% | +106.0% | -192.0% | -42.3% |
| All | -85.9% | +101.5% | -187.4% | -42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling