-73.6%
SHLS vs SPY
+115.9%
-189.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +2.4% | -15.9% | -17.3% |
| 7D | +14.7% | +0.1% | +14.7% | +13.7% |
| 30D | -0.2% | -3.3% | +3.1% | +5.1% |
| 3M | -2.4% | -2.4% | +0.1% | +1.8% |
| 6M | -1.4% | +2.6% | -3.9% | -3.0% |
| YTD | +2.6% | +11.2% | -8.7% | -10.5% |
| 1Y | -4.0% | +13.4% | -17.4% | -18.0% |
| 3Y | -32.7% | +79.9% | -112.6% | -73.4% |
| 5Y | -73.4% | +72.2% | -145.6% | -87.4% |
| All | -73.6% | +115.9% | -189.5% | -92.6% |
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