| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | FF | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | +3.1% | +31.3% | −9.6% | +29.4% | −16.9% | +9.4% | +3.3% | — | — | — | — | — | +48.8% | +7.5% | +41.3pp |
| 2025 | +3.2% | −17.2% | −12.5% | +5.4% | −3.9% | −0.3% | +4.4% | −4.2% | +1.5% | +1.3% | −16.0% | −1.6% | −35.8% | +17.7% | −53.6pp |
| 2024 | −6.2% | +4.0% | +37.1% | −3.2% | −21.0% | +21.6% | +9.0% | +11.6% | −6.9% | +5.0% | −13.7% | +2.7% | +31.0% | +24.9% | +6.1pp |
| 2023 | +14.0% | −4.9% | −15.7% | +1.6% | +14.0% | +4.2% | +9.8% | −26.6% | +1.3% | −8.6% | −8.4% | +2.4% | −22.8% | +26.2% | −49.0pp |
| 2022 | +2.1% | −4.9% | +32.2% | −2.3% | −23.8% | +1.3% | −1.2% | +2.2% | −17.1% | +13.2% | +30.2% | −8.0% | +9.9% | −18.2% | +28.0pp |
| 2021 | +4.7% | +10.8% | −1.0% | −12.6% | −3.5% | −6.5% | −11.5% | −5.1% | −11.0% | −1.0% | +7.6% | +1.3% | −26.9% | +28.7% | −55.6pp |
| 2020 | −11.5% | −6.7% | +10.8% | +21.2% | +26.6% | −8.6% | +10.3% | −7.7% | −6.0% | +4.6% | +1.3% | +5.9% | +37.6% | +18.3% | +19.3pp |
| 2019 | +15.4% | +1.0% | −27.3% | +9.6% | −28.9% | +12.6% | −0.3% | −6.9% | +10.8% | +3.3% | −8.5% | +10.4% | −20.3% | +31.2% | −51.5pp |
| 2018 | −4.9% | −10.1% | +0.0% | −2.4% | +15.6% | +4.0% | −1.8% | +8.2% | +25.0% | −11.5% | +5.7% | −8.2% | +14.5% | −4.6% | +19.0pp |
| 2017 | −6.5% | +2.3% | +7.2% | +9.0% | −12.0% | +11.4% | −3.5% | −7.0% | +16.8% | −3.6% | −0.3% | −6.1% | +3.5% | +21.7% | −18.2pp |
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. FF 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 ⓘ | 15 | 15 | 15 | 16 | 16 | 16 | 16 | 15 | 15 | 15 | 15 | 15 |
| Positive ⓘ | 53% | 60% | 33% | 56% | 44% | 63% | 50% | 40% | 47% | 53% | 47% | 53% |
| Median | +2.1% | +2.3% | −1.0% | +1.2% | −2.0% | +2.7% | +0.4% | −5.1% | −2.0% | +1.3% | −0.3% | +1.3% |
| Best | +15.4% | +31.3% | +37.1% | +29.4% | +26.6% | +21.6% | +11.4% | +11.6% | +25.0% | +56.0% | +30.2% | +18.2% |
| Worst | −15.6% | −17.2% | −27.3% | −12.6% | −28.9% | −11.2% | −11.5% | −26.6% | −17.1% | −11.5% | −16.0% | −8.2% |
| vs SPY ⓘ | +0.5pp | −1.2pp | −4.7pp | +2.8pp | −3.2pp | +2.7pp | −0.1pp | −5.2pp | −0.9pp | −1.1pp | −4.9pp | −1.7pp |
184 monthly observations across 2011–2026, benchmark SPY. The highlighted column is the current calendar month. Months are calendar months, not rolling 30-day windows.
