-99.5%
SPXU vs RJF
+429.3%
-528.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.5% |
| 7D | +2.5% | -2.7% | +5.2% | -0.8% |
| 30D | +4.2% | -4.3% | +8.4% | -0.8% |
| 3M | -9.3% | +15.7% | -25.0% | +8.7% |
| 6M | -30.7% | +17.8% | -48.5% | -14.1% |
| YTD | -28.1% | +9.2% | -37.3% | -17.9% |
| 1Y | -35.2% | +2.8% | -38.0% | -30.7% |
| 3Y | -79.9% | +69.5% | -149.4% | -52.5% |
| 5Y | -86.4% | +105.9% | -192.3% | -45.3% |
| All | -99.5% | +429.3% | -528.8% | -89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling