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 | TU | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | +6.0% | −1.6% | −4.5% | −2.3% | +0.2% | −15.8% | −9.6% | +3.6% | — | — | — | — | −23.1% | +12.9% | −36.0pp |
| 2025 | +6.9% | +6.8% | −5.7% | +7.3% | +6.6% | −0.2% | +0.2% | +2.4% | −2.6% | −7.0% | −10.3% | +2.4% | +5.0% | +17.7% | −12.8pp |
| 2024 | +0.6% | −2.6% | −6.7% | +0.4% | +2.4% | −6.3% | +6.6% | +0.0% | +5.8% | −5.8% | −1.7% | −11.1% | −18.3% | +24.9% | −43.2pp |
| 2023 | +11.6% | −7.7% | +1.2% | +6.8% | −10.6% | +4.0% | −8.6% | −1.3% | −5.5% | −1.3% | +11.1% | +0.8% | −2.4% | +26.2% | −28.6pp |
| 2022 | −0.2% | +7.3% | +4.6% | −4.3% | +0.1% | −10.0% | +3.2% | −2.1% | −10.8% | +5.2% | +2.0% | −8.3% | −14.3% | −18.2% | +3.9pp |
| 2021 | +4.2% | −2.9% | +0.6% | +4.1% | +8.7% | +0.6% | −1.0% | +3.8% | −3.7% | +4.5% | −0.4% | +4.3% | +24.5% | +28.7% | −4.2pp |
| 2020 | +3.6% | −9.6% | −11.9% | +3.6% | +6.2% | −2.3% | +3.5% | +6.0% | −3.2% | −2.8% | +12.9% | +3.7% | +7.3% | +18.3% | −11.0pp |
| 2019 | +5.7% | +3.7% | +3.2% | −0.5% | +0.1% | +1.2% | −2.7% | +1.0% | −0.6% | −0.1% | +6.1% | +3.8% | +22.3% | +31.2% | −8.9pp |
| 2018 | −0.5% | −4.2% | −1.6% | +1.8% | −1.7% | +2.1% | +2.8% | +1.5% | +0.5% | −7.1% | +4.9% | −6.6% | −8.5% | −4.6% | −3.9pp |
| 2017 | +4.9% | −2.7% | +1.0% | +2.5% | +2.3% | +2.5% | +4.7% | +0.1% | +0.5% | +0.7% | +2.0% | +3.5% | +24.2% | +21.7% | +2.5pp |
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 ⓘ | 67% | 57% | 62% | 67% | 71% | 43% | 62% | 68% | 52% | 48% | 62% | 62% |
| Median | +1.3% | +1.3% | +1.0% | +3.3% | +2.3% | −0.2% | +2.8% | +1.2% | +0.5% | −0.1% | +0.9% | +1.2% |
| Best | +11.6% | +7.3% | +15.6% | +8.5% | +22.2% | +4.2% | +6.6% | +13.1% | +18.3% | +10.3% | +12.9% | +7.8% |
| Worst | −12.9% | −9.6% | −11.9% | −11.8% | −10.6% | −15.8% | −12.6% | −5.1% | −10.8% | −10.0% | −22.9% | −12.0% |
| vs SPY ⓘ | +2.4pp | −0.5pp | +0.5pp | +1.3pp | +0.9pp | −1.8pp | −2.4pp | +0.9pp | −0.1pp | −0.7pp | −1.0pp | −0.4pp |
253 monthly observations · 2005–2026 · benchmark SPY
