+13.2%
SPGI vs DOCS
-54.0%
+67.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.4% |
| 7D | +2.6% | -1.3% | +3.9% | +2.7% |
| 30D | +19.3% | +19.4% | -0.1% | +16.6% |
| 3M | +15.5% | +53.4% | -37.9% | +8.8% |
| 6M | +18.3% | +28.8% | -10.4% | +13.3% |
| YTD | -3.8% | -25.1% | +21.3% | -2.5% |
| 1Y | +1.3% | -48.1% | +49.5% | +6.6% |
| 3Y | +33.6% | +51.4% | -17.8% | +17.7% |
| 5Y | +13.2% | -51.1% | +64.3% | +6.6% |
| All | +13.2% | -54.0% | +67.2% | +6.6% |
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