-78.4%
SHLS vs SPY
+120.4%
-198.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +2.1% |
| 7D | -0.1% | +0.1% | -0.2% | -0.2% |
| 30D | -17.9% | +0.1% | -17.9% | -17.7% |
| 3M | -44.2% | +2.0% | -46.2% | -44.7% |
| 6M | +16.1% | +13.0% | +3.1% | -1.2% |
| YTD | -16.1% | +13.5% | -29.7% | -29.2% |
| 1Y | -0.3% | +20.0% | -20.2% | -21.4% |
| 3Y | -65.3% | +77.2% | -142.5% | -85.9% |
| 5Y | -78.7% | +81.9% | -160.5% | -90.8% |
| All | -78.4% | +120.4% | -198.8% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling