+2,030.0%
NXPI vs SHW
+1,722.0%
+308.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.5% |
| 7D | -0.5% | +4.2% | -4.7% | -3.2% |
| 30D | +15.0% | +11.3% | +3.7% | +6.8% |
| 3M | +12.6% | -1.8% | +14.4% | +13.1% |
| 6M | -10.6% | +12.7% | -23.3% | -19.0% |
| YTD | +22.1% | +10.4% | +11.6% | +11.4% |
| 1Y | +29.8% | +4.7% | +25.0% | +22.5% |
| 3Y | +47.8% | +42.7% | +5.1% | +11.1% |
| 5Y | +33.9% | +14.5% | +19.3% | +13.6% |
| 10Y | +208.7% | +340.7% | -132.0% | +0.5% |
| All | +2,030.0% | +1,722.0% | +308.0% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling