Returns use ADJUSTED closes (splits + dividends).
Volume as VALUE TRADED — close × volume, in USD.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | OCSL | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | −3.3% | −8.0% | +3.4% | +11.7% | −5.2% | −0.2% | −2.8% | +11.9% | — | — | — | — | +5.8% | +12.9% | −7.1pp |
| 2025 | +4.7% | +0.8% | −1.8% | −6.3% | +1.6% | −3.7% | +1.2% | +1.2% | −4.0% | +6.8% | −1.0% | −4.9% | −6.0% | +17.7% | −23.7pp |
| 2024 | +3.7% | −5.8% | +1.4% | −2.5% | +1.9% | −0.8% | −4.1% | −5.0% | −1.4% | −0.6% | +0.7% | −3.0% | −14.9% | +24.9% | −39.8pp |
| 2023 | −3.0% | +1.5% | −4.8% | +0.6% | −0.9% | +6.8% | +5.0% | −1.7% | +3.1% | −5.6% | +5.3% | +5.3% | +11.1% | +26.2% | −15.0pp |
| 2022 | +0.9% | −1.1% | +1.1% | −2.8% | −3.1% | −3.2% | +7.5% | −1.7% | −11.1% | +10.0% | +8.8% | +0.2% | +3.7% | −18.2% | +21.9pp |
| 2021 | −0.2% | +10.6% | +2.8% | +7.4% | +1.2% | +1.2% | +1.5% | +8.0% | −1.7% | +4.4% | −0.1% | +3.5% | +45.0% | +28.7% | +16.3pp |
| 2020 | +2.6% | −12.5% | −32.4% | +23.8% | +13.0% | +0.8% | +1.3% | +10.4% | −1.1% | −5.8% | +23.0% | +1.3% | +11.0% | +18.3% | −7.3pp |
| 2019 | +15.4% | +6.6% | +1.5% | +1.9% | +0.8% | +3.7% | −1.7% | −2.6% | +1.6% | −0.2% | +2.5% | +4.9% | +38.7% | +31.2% | +7.5pp |
| 2018 | +1.0% | −13.0% | −0.2% | +3.6% | +12.8% | −0.9% | +2.7% | +3.5% | −0.5% | −8.3% | +4.6% | −9.2% | −6.3% | −4.6% | −1.7pp |
| 2017 | +2.4% | −17.3% | +4.5% | −0.6% | −10.9% | +19.4% | +9.1% | +1.9% | +3.7% | +6.2% | −17.0% | +4.2% | −1.1% | +21.7% | −22.8pp |
Month-end over prior month-end; a blank cell is no return.
Basis. Both columns share one basis, so Δ is like-for-like.
End-of-day closes; a “ytd” or “part” year is not a full year.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 18 | 18 | 18 | 18 | 18 | 18 | 19 | 19 | 18 | 18 | 18 | 18 |
| Positive ⓘ | 67% | 50% | 61% | 61% | 44% | 50% | 58% | 58% | 39% | 44% | 61% | 56% |
| Median | +2.2% | +0.1% | +1.4% | +0.9% | −1.4% | +0.1% | +1.3% | +1.9% | −1.3% | −0.4% | +0.7% | +0.6% |
| Best | +15.4% | +10.6% | +14.2% | +23.8% | +31.5% | +19.4% | +16.8% | +15.7% | +13.0% | +10.0% | +23.0% | +12.9% |
| Worst | −15.9% | −17.3% | −32.4% | −6.3% | −10.9% | −5.1% | −8.4% | −8.3% | −11.1% | −32.3% | −17.0% | −9.2% |
| vs SPY ⓘ | +1.4pp | −1.1pp | −1.1pp | +0.2pp | −2.4pp | −0.2pp | −1.7pp | +0.7pp | +0.3pp | −3.0pp | −1.0pp | −0.6pp |
218 monthly observations · 2008–2026 · benchmark SPY
