Boots to retropie splash then shuts off

[r0ckarong]

I'm doing my preliminary hardware test before I start assembly and I get as far as the Retropie boot splash. I created the SD card correctly and can start the device. I see the rainbow screen from the PI when I switch to the HDMI input. Then I hold the power button until the Power LED turns green (it's blue while the batteries are connected). Then I see the Retropie splash screen and then the board immediately turns off.

Is there some location that logs the boot to SD card where I can debug this? Is this normal behavior?

Is there a step-by-step description of the (initial) boot? The stuff in the build guide doesn't tell me enough to figure out if its behaving normally.