+205.7%
NXPI vs SHW
+285.5%
-79.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.4% | +0.8% |
| 7D | -2.3% | -3.2% | +0.9% | -0.3% |
| 30D | -4.3% | -11.4% | +7.1% | +2.8% |
| 3M | -24.7% | +3.5% | -28.1% | -27.2% |
| 6M | +9.7% | -3.4% | +13.1% | +9.9% |
| YTD | +3.8% | -0.3% | +4.1% | +1.8% |
| 1Y | +1.6% | -10.4% | +12.0% | +6.2% |
| 3Y | +16.0% | +21.3% | -5.3% | -1.4% |
| 5Y | +16.1% | +12.9% | +3.3% | +0.6% |
| All | +205.7% | +285.5% | -79.8% | +62.5% |
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