-55.9%
QFIN vs SPY
+225.7%
-281.6%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.5% |
| 7D | -3.5% | -0.9% | -2.6% | -2.8% |
| 30D | -10.3% | -2.4% | -8.0% | -8.2% |
| 3M | -56.2% | -1.2% | -55.1% | -55.8% |
| 6M | -57.5% | +3.3% | -60.8% | -59.1% |
| YTD | -69.2% | +12.3% | -81.5% | -72.8% |
| 1Y | -74.8% | +12.4% | -87.2% | -77.7% |
| 3Y | -57.5% | +78.8% | -136.3% | -77.3% |
| 5Y | -71.0% | +75.2% | -146.2% | -84.0% |
| All | -55.9% | +225.7% | -281.6% | -85.9% |
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