-100.0%
SPXS vs RJF
+2,150.3%
-2,250.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.1% | +0.8% |
| 7D | +1.2% | -0.3% | +1.5% | +1.1% |
| 30D | +5.2% | -2.0% | +7.2% | +3.1% |
| 3M | -9.2% | +16.3% | -25.5% | +8.3% |
| 6M | -29.6% | +16.9% | -46.5% | -14.6% |
| YTD | -27.6% | +10.4% | -38.1% | -16.8% |
| 1Y | -36.7% | +7.4% | -44.1% | -28.8% |
| 3Y | -79.8% | +72.2% | -152.1% | -54.2% |
| 5Y | -85.9% | +105.1% | -191.0% | -48.9% |
| 10Y | -99.5% | +430.9% | -530.5% | -90.1% |
| All | -100.0% | +2,150.3% | -2,250.3% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling