-28.7%
QFIN vs SPY
+229.3%
-258.0%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.3% |
| 7D | +3.0% | +0.1% | +2.8% | +2.9% |
| 30D | -31.1% | +0.1% | -31.1% | -31.1% |
| 3M | -40.7% | +2.0% | -42.7% | -42.1% |
| 6M | -36.3% | +13.0% | -49.3% | -43.9% |
| YTD | -50.2% | +13.5% | -63.7% | -56.4% |
| 1Y | -65.9% | +20.0% | -85.8% | -71.8% |
| 3Y | -38.3% | +77.2% | -115.4% | -66.6% |
| 5Y | -53.0% | +81.9% | -134.9% | -74.8% |
| All | -28.7% | +229.3% | -258.0% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling