Seasonality
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Monthly Returns Heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 14.63% | 8.72% | -21.75% | 5.53% | 1.47% | 10.25% | 2.66% | -2.64% | ||||
| 2025 | -3.98% | 3.59% | -0.66% | -4.20% | 2.24% | 3.75% | 5.83% | 1.09% | 2.32% | -9.20% | 2.58% | -3.29% |
| 2024 | 11.41% | 0.05% | 0.26% | -7.87% | -2.02% | -1.96% | 8.16% | 1.72% | 0.12% | -3.34% | 2.88% | -0.84% |
| 2023 | 1.97% | -3.73% | 3.57% | -0.00% | -8.85% | 6.08% | 3.54% | -8.73% | -5.17% | 1.45% | 8.54% | 1.33% |
| 2022 | 0.08% | 11.45% | -5.72% | 4.69% | -1.52% | 1.21% | 0.22% | -3.16% | -14.00% | 23.22% | -0.06% | -11.63% |
| 2021 | -3.13% | 11.36% | -0.56% | 7.61% | -4.40% | -4.01% | -3.99% | 7.34% | -0.87% | -2.04% | -8.92% | 12.15% |
| 2020 | -18.86% | -31.54% | 24.66% | -1.97% | -0.91% | -2.51% | 13.79% | 3.46% | -10.46% | 28.89% | 4.17% | |
| Avg | 3.50% | 1.80% | -8.06% | 4.34% | -2.15% | 2.06% | 1.99% | 2.01% | -2.36% | -0.06% | 5.65% | 0.31% |
SYY - Average growth of $100 invested at start of year
5 years of data
Nov is the seasonally strongest month over 5Y.
Nov averages +5.7% with a 67% win rate across 5 years of history.
Mar shows persistent seasonal weakness.
Mar averages -8.1% with only a 29% win rate across 5 years of history.
Q4 (Oct–Nov–Dec) is the seasonally strongest quarter.
The three months of Q4 combine for a +5.9% average return historically.
Q1 historically shows a slow seasonal start.
Q1 (Jan–Mar) averages -2.8% historically, with January alone posting a 67% win rate.
2026 YTD is tracking above the 5Y seasonal average.
At day 155 of the year, the current YTD return is +13.4% vs the historical average for the same point.
SYY - Average returns for the respective month in the last 5 years
SYY Distribution of Daily Returns from 2021 to 2026
SYY Distribution of Daily % Changes