-55.9%
QFIN vs SPY
+223.4%
-279.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.5% |
| 7D | -4.8% | +2.6% | -7.4% | -7.4% |
| 30D | -6.7% | -2.0% | -4.7% | -4.9% |
| 3M | -55.2% | -2.8% | -52.4% | -53.9% |
| 6M | -59.9% | +2.1% | -62.0% | -61.0% |
| YTD | -69.2% | +11.5% | -80.7% | -72.6% |
| 1Y | -74.5% | +13.5% | -88.0% | -77.7% |
| 3Y | -57.8% | +77.7% | -135.5% | -77.4% |
| 5Y | -72.1% | +72.6% | -144.7% | -84.3% |
| All | -55.9% | +223.4% | -279.3% | -85.8% |
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