-69.5%
SHLS vs SPY
+110.9%
-180.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.3% | +11.7% | +11.5% |
| 7D | +40.0% | -2.7% | +42.7% | +46.3% |
| 30D | +20.1% | -5.4% | +25.5% | +32.1% |
| 3M | +17.2% | -4.1% | +21.3% | +26.6% |
| 6M | +21.0% | +0.7% | +20.3% | +23.7% |
| YTD | +18.6% | +8.7% | +9.9% | +8.3% |
| 1Y | +10.2% | +10.9% | -0.7% | -1.7% |
| 3Y | -35.6% | +75.0% | -110.6% | -73.2% |
| 5Y | -68.8% | +67.8% | -136.6% | -84.5% |
| All | -69.5% | +110.9% | -180.4% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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