-72.7%
SHLS vs SPY
+110.3%
-183.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.4% | +2.6% | +5.5% |
| 7D | +19.1% | -4.7% | +23.9% | +28.9% |
| 30D | +5.9% | -5.9% | +11.9% | +17.5% |
| 3M | +3.6% | -4.5% | +8.2% | +12.8% |
| 6M | +10.6% | +1.8% | +8.9% | +11.3% |
| YTD | +5.8% | +8.3% | -2.5% | -2.9% |
| 1Y | -3.6% | +9.3% | -12.9% | -12.1% |
| 3Y | -43.2% | +74.9% | -118.1% | -76.3% |
| 5Y | -72.2% | +67.3% | -139.4% | -86.1% |
| All | -72.7% | +110.3% | -183.0% | -92.0% |
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