| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | CRSP | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | −4.7% | +20.4% | −20.9% | +10.0% | +7.3% | −2.9% | −12.7% | — | — | — | — | — | −9.2% | +7.5% | −16.7pp |
| 2025 | +5.7% | +5.6% | −22.5% | +13.6% | −6.2% | +34.0% | +15.7% | −7.9% | +25.0% | −1.3% | −16.4% | −1.9% | +33.2% | +17.7% | +15.5pp |
| 2024 | +0.6% | +33.8% | −19.1% | −22.3% | +1.4% | +0.5% | +6.1% | −16.7% | −1.6% | −1.3% | +10.3% | −23.1% | −37.1% | +24.9% | −62.0pp |
| 2023 | +25.5% | −3.3% | −8.3% | +8.2% | +30.9% | −12.3% | +2.1% | −12.8% | −9.2% | −14.2% | +71.4% | −6.2% | +54.0% | +26.2% | +27.8pp |
| 2022 | −15.9% | −3.7% | +2.3% | −20.9% | +17.0% | +4.7% | +23.4% | −13.2% | +0.4% | −19.9% | +4.7% | −25.8% | −46.4% | −18.2% | −28.2pp |
| 2021 | +8.2% | −24.1% | −3.1% | +7.7% | −10.0% | +37.0% | −25.2% | +3.2% | −10.4% | −18.4% | −12.5% | −5.2% | −50.5% | +28.7% | −79.2pp |
| 2020 · part | — | — | — | — | +31.3% | +13.8% | +16.3% | +9.4% | −10.5% | +9.8% | +38.2% | +20.6% | +211.2% | +18.3% | +192.9pp |
A month’s return is its month-end close over the prior month-end’s, so a year’s figure is exactly the product of its twelve monthly cells — no separate annualisation, no resampling. A blank cell means no return exists for that month (the series had not started, or it is the very first month-end, which has nothing to be measured against). Blank is never zero.
Basis. CRSP is on the total return (splits + dividends) basis, SPY on the total return (splits + dividends) basis. Both columns are on the same basis, so the Δ column is a like-for-like difference.
Partial years. A year marked “ytd” or “part” does not cover the full calendar year: either the stored history starts inside it (the figure is measured from the first month-end present) or the data stops before December (the figure runs through the last stored close). The row’s own tooltip names the exact boundary. It is never dressed up as a calendar-year return.
End of day. These are stored end-of-day closes, and the window is anchored on the LAST stored bar rather than today’s date — so the newest row ends where the data ends. Nothing here is intraday.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 6 | 6 | 6 | 6 | 7 | 7 | 7 | 6 | 6 | 6 | 6 | 6 |
| Positive ⓘ | 67% | 50% | 17% | 67% | 71% | 71% | 71% | 33% | 33% | 17% | 67% | 17% |
| Median | +3.1% | +1.1% | −13.7% | +8.0% | +7.3% | +4.7% | +6.1% | −10.3% | −5.4% | −7.7% | +7.5% | −5.7% |
| Best | +25.5% | +33.8% | +2.3% | +13.6% | +31.3% | +37.0% | +23.4% | +9.4% | +25.0% | +9.8% | +71.4% | +20.6% |
| Worst | −15.9% | −24.1% | −22.5% | −22.3% | −10.0% | −12.3% | −25.2% | −16.7% | −10.5% | −19.9% | −16.4% | −25.8% |
| vs SPY ⓘ | +1.0pp | +3.0pp | −14.0pp | +1.0pp | +2.1pp | +12.0pp | +4.9pp | −9.5pp | −4.1pp | −7.9pp | +1.7pp | −10.3pp |
75 monthly observations across 2020–2026, benchmark SPY. The highlighted column is the current calendar month. Months are calendar months, not rolling 30-day windows.
