-31.6%
QFIN vs SPY
+75.5%
-107.1%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | +2.5% | -2.0% | +4.4% | +4.4% |
| 30D | -30.2% | -1.7% | -28.5% | -29.1% |
| 3M | -39.8% | +4.7% | -44.5% | -42.4% |
| 6M | -34.9% | +12.5% | -47.4% | -41.7% |
| YTD | -50.9% | +11.7% | -62.6% | -55.7% |
| 1Y | -66.4% | +17.5% | -83.8% | -71.0% |
| All | -31.6% | +75.5% | -107.1% | -59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling