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 | TS | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | +15.2% | +22.8% | +6.9% | +9.8% | −2.8% | −8.9% | +3.3% | −8.1% | — | — | — | — | +39.7% | +12.9% | +26.8pp |
| 2025 | −0.3% | +0.5% | +3.3% | −14.9% | +3.9% | +11.8% | −6.6% | +3.6% | −1.2% | +11.3% | +2.6% | −4.4% | +6.8% | +17.7% | −11.0pp |
| 2024 | −8.5% | +10.7% | +11.6% | −16.0% | +2.3% | −7.4% | +4.3% | −6.8% | +7.1% | +3.4% | +18.3% | −1.4% | +12.9% | +24.9% | −11.9pp |
| 2023 | +0.8% | −6.9% | −13.9% | +1.0% | −11.5% | +21.0% | +11.8% | −4.7% | −1.0% | −0.9% | +12.0% | +0.3% | +2.6% | +26.2% | −23.5pp |
| 2022 | +16.9% | +6.4% | +16.0% | +0.4% | +12.4% | −22.9% | +9.2% | −2.6% | −5.4% | +21.6% | +10.8% | +2.0% | +73.3% | −18.2% | +91.4pp |
| 2021 | −3.1% | +35.5% | +8.3% | −5.8% | +8.5% | −4.4% | −6.7% | −1.6% | +4.9% | +5.5% | −10.4% | +5.8% | +34.0% | +28.7% | +5.3pp |
| 2020 | −8.6% | −12.0% | −33.8% | +13.5% | −3.2% | +2.1% | −9.5% | −0.3% | −15.5% | −2.9% | +60.3% | +5.1% | −25.6% | +18.3% | −43.9pp |
| 2019 | +17.1% | +6.3% | +6.4% | −1.8% | −14.2% | +12.9% | −5.1% | −13.4% | −2.1% | −4.2% | +6.1% | +6.3% | +9.7% | +31.2% | −21.5pp |
| 2018 | +9.9% | −1.5% | +0.5% | +7.8% | −2.6% | +1.4% | +1.0% | −8.7% | −0.1% | −12.8% | −16.0% | −12.4% | −31.5% | −4.6% | −26.9pp |
| 2017 | −1.9% | −6.6% | +4.4% | −8.5% | +0.6% | +2.8% | +1.3% | −15.8% | +6.5% | −3.7% | +8.3% | +9.0% | −6.7% | +21.7% | −28.4pp |
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 ⓘ | 21 | 21 | 21 | 21 | 21 | 21 | 21 | 22 | 21 | 21 | 21 | 21 |
| Positive ⓘ | 48% | 43% | 76% | 67% | 43% | 52% | 48% | 27% | 48% | 48% | 76% | 57% |
| Median | −0.3% | −1.5% | +6.0% | +2.5% | −2.6% | +1.4% | −1.6% | −3.5% | −0.1% | +0.0% | +6.1% | +2.0% |
| Best | +41.9% | +35.5% | +16.0% | +27.0% | +22.2% | +22.4% | +15.7% | +22.0% | +22.9% | +25.0% | +60.3% | +15.0% |
| Worst | −12.4% | −12.0% | −33.8% | −16.0% | −19.6% | −22.9% | −19.1% | −24.9% | −31.8% | −44.8% | −16.2% | −12.4% |
| vs SPY ⓘ | −3.0pp | −2.0pp | +4.6pp | −0.2pp | −2.7pp | +0.8pp | −1.3pp | −5.9pp | +3.5pp | −0.5pp | +4.2pp | +1.2pp |
253 monthly observations · 2005–2026 · benchmark SPY
