-54.2%
QFIN vs SPY
+81.8%
-136.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.7% |
| 7D | +5.5% | +0.5% | +4.9% | +4.8% |
| 30D | -33.2% | -0.9% | -32.3% | -32.4% |
| 3M | -38.1% | +3.9% | -41.9% | -41.2% |
| 6M | -36.4% | +14.5% | -50.9% | -46.3% |
| YTD | -51.4% | +12.9% | -64.3% | -58.3% |
| 1Y | -66.7% | +19.4% | -86.0% | -73.4% |
| 3Y | -31.6% | +78.5% | -110.1% | -69.3% |
| 5Y | -54.2% | +81.8% | -136.0% | -79.1% |
| All | -54.2% | +81.8% | -136.0% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling