SPF check though external relay

[Stephan Herker]

I'm running spam assassin default configuration which checks spf 
records.  In my case I received an email and it checked if the last 
relay was a valid sender for SPF.  The last relay was a server I have in 
the cloud, so it failed SPF even though original sending server is on 
senders SPF record.  Should I disable SPF checks or is there a 
configuration change I need to make?

Thanks