+9.5%
SPGI vs DOCS
-73.4%
+82.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.2% |
| 7D | +0.1% | -1.4% | +1.6% | +0.3% |
| 30D | +8.4% | +21.8% | -13.4% | +5.3% |
| 3M | +11.8% | +27.3% | -15.5% | +8.1% |
| 6M | +5.7% | -0.3% | +6.1% | +4.5% |
| YTD | -9.7% | -40.5% | +30.8% | -5.8% |
| 1Y | -12.5% | -61.5% | +49.1% | -4.9% |
| 3Y | +21.8% | +8.2% | +13.7% | +12.7% |
| All | +9.5% | -73.4% | +82.9% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 5y: compounded portfolio wealth divided by compounded DOCS 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…
5y analysis · Full analysis span regression · 6 months rolling