-77.3%
SHLS vs SPY
+72.1%
-149.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.3% |
| 7D | -17.8% | +2.6% | -20.4% | -21.5% |
| 30D | +5.7% | -2.0% | +7.7% | +8.9% |
| 3M | +1.8% | -2.8% | +4.6% | +7.0% |
| 6M | -9.0% | +2.1% | -11.1% | -9.8% |
| YTD | -2.5% | +11.5% | -14.0% | -14.8% |
| 1Y | +2.6% | +13.5% | -10.9% | -12.2% |
| 3Y | -38.7% | +77.7% | -116.4% | -74.8% |
| All | -77.3% | +72.1% | -149.4% | -89.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling