-57.3%
QFIN vs SPY
+224.5%
-281.8%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.6% |
| 7D | -5.7% | +3.3% | -9.0% | -8.9% |
| 30D | -10.4% | -2.7% | -7.7% | -8.0% |
| 3M | -56.8% | -1.7% | -55.0% | -56.0% |
| 6M | -58.6% | +3.1% | -61.7% | -60.1% |
| YTD | -70.1% | +11.9% | -82.0% | -73.5% |
| 1Y | -75.2% | +12.0% | -87.2% | -78.0% |
| 3Y | -58.7% | +78.2% | -136.9% | -77.9% |
| 5Y | -72.9% | +73.2% | -146.2% | -84.9% |
| All | -57.3% | +224.5% | -281.8% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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