+215.0%
NXPI vs SHW
+340.1%
-125.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.1% |
| 7D | +9.4% | +0.7% | +8.7% | +8.9% |
| 30D | +18.1% | +8.4% | +9.7% | +11.8% |
| 3M | +15.0% | -2.2% | +17.3% | +15.9% |
| 6M | -8.4% | +13.3% | -21.8% | -17.1% |
| YTD | +24.8% | +9.2% | +15.5% | +15.0% |
| 1Y | +33.3% | +2.9% | +30.4% | +27.7% |
| 3Y | +51.0% | +41.1% | +9.9% | +15.2% |
| 5Y | +34.5% | +11.0% | +23.6% | +18.0% |
| All | +215.0% | +340.1% | -125.1% | +46.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling