-66.1%
QFIN vs SPY
+18.8%
-84.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +3.1% |
| 7D | +6.1% | -0.4% | +6.5% | +6.5% |
| 30D | -30.4% | -1.4% | -29.0% | -29.3% |
| 3M | -36.3% | +3.7% | -40.0% | -39.0% |
| 6M | -34.2% | +13.0% | -47.2% | -43.5% |
| YTD | -50.1% | +12.4% | -62.5% | -57.0% |
| 1Y | -66.1% | +18.5% | -84.6% | -72.5% |
| All | -66.1% | +18.8% | -84.9% | -72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling