+214.4%
NXPI vs SHW
+343.1%
-128.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +1.7% | -2.1% | +3.8% | +3.1% |
| 30D | +19.7% | +11.1% | +8.6% | +11.6% |
| 3M | +14.5% | -2.2% | +16.7% | +15.4% |
| 6M | -11.2% | +14.3% | -25.6% | -20.0% |
| YTD | +25.8% | +10.6% | +15.2% | +15.1% |
| 1Y | +35.2% | +4.1% | +31.1% | +28.6% |
| 3Y | +52.3% | +42.9% | +9.4% | +15.3% |
| 5Y | +34.8% | +14.2% | +20.7% | +16.0% |
| 10Y | +214.4% | +346.7% | -132.3% | +45.3% |
| All | +214.4% | +343.1% | -128.7% | +45.3% |
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