+210.0%
NXPI vs SHW
+281.7%
-71.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +2.0% |
| 7D | +0.7% | -4.5% | +5.1% | +3.4% |
| 30D | -4.2% | -12.7% | +8.5% | +3.8% |
| 3M | -20.4% | +4.7% | -25.1% | -23.7% |
| 6M | +12.5% | -3.4% | +15.9% | +12.6% |
| YTD | +5.2% | -1.3% | +6.6% | +3.9% |
| 1Y | +5.1% | -10.4% | +15.5% | +9.7% |
| 3Y | +17.7% | +20.1% | -2.4% | +0.6% |
| 5Y | +16.8% | +10.5% | +6.3% | +2.6% |
| All | +210.0% | +281.7% | -71.6% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SHW 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling