-55.4%
QFIN vs SPY
+221.4%
-276.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.9% |
| 7D | +1.9% | -0.6% | +2.5% | +2.4% |
| 30D | -13.4% | -3.7% | -9.7% | -10.0% |
| 3M | -56.5% | -2.7% | -53.8% | -55.3% |
| 6M | -56.9% | +2.2% | -59.1% | -58.1% |
| YTD | -68.8% | +10.8% | -79.7% | -72.1% |
| 1Y | -73.8% | +11.2% | -85.0% | -76.6% |
| 3Y | -57.0% | +76.5% | -133.5% | -76.8% |
| 5Y | -68.9% | +72.9% | -141.9% | -82.6% |
| All | -55.4% | +221.4% | -276.9% | -85.5% |
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 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