Stocks with the strongest prior price performance, excluding the most recent month.
+13.5%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- AMD · GOOGL · LLY
- Largest sector
- Technology 47.5%
Performance table
Sort by any period. Open a factor for its performance, holdings and definition.
Returnvs S&P 500
Returns vs S&P 500 · YTD ranking · 2026-10-21
| Factor | 1d | 5d | 20d | 60d | MTD | YTD | 1y |
|---|---|---|---|---|---|---|---|
| Momentum | +0.5% | -1.8% | -5.0% | -1.3% | -5.7% | +13.5% | +11.5% |
| High beta | +1.1% | -1.6% | -6.6% | +2.0% | -6.6% | +12.0% | +10.9% |
| Quality | +0.0% | -0.3% | -0.5% | +1.1% | -1.0% | +4.7% | +5.0% |
| Dividend yield | -1.1% | +1.7% | +2.8% | -6.1% | +3.8% | +3.1% | +3.2% |
| Value | -0.9% | +1.2% | +1.7% | -6.2% | +2.6% | +2.6% | +5.6% |
| Size | -0.5% | +2.6% | +2.3% | -5.6% | +3.8% | -0.4% | -1.2% |
| Low volatility | -0.7% | +1.3% | +4.0% | -5.4% | +4.6% | -5.1% | -8.1% |
Compare performance
PeriodYTD
The selected period and return view apply to the chart and factor cards.
The performance table above shows each factor’s returns.
Relative returns compound daily portfolio-minus-benchmark returns.
Explore factors
Ranked by YTD return vs S&P 500. Open a factor to dig into its portfolio.
Stocks whose daily returns have been most sensitive to market moves.
+12.0%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- AMD · AMZN · AVGO
- Largest sector
- Technology 57.1%
Stocks with strong profitability, lower leverage, and more stable earnings.
+4.7%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- AAPL · AVGO · GOOGL
- Largest sector
- Technology 47.6%
Stocks with the highest dividend yields over the past twelve months.
+3.1%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- CVX · HD · VZ
- Largest sector
- Utilities 17.7%
Stocks priced cheaply relative to their earnings, book equity, and sales.
+2.6%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- BAC · BRK-B · WFC
- Largest sector
- Financial Services 44.7%
The smaller companies within the selected universe.
-0.4%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- BR · NDSN · EVRG
- Largest sector
- Industrials 16.4%
Stocks with the lowest daily return volatility over the past year.
-5.1%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- BRK-B · JNJ · JPM
- Largest sector
- Financial Services 34.9%
Portfolio construction · rebalances and turnover
Portfolio construction
Long portfolios hold the top quintile, weighted by market capitalization with a 5% name cap at rebalance. Q5 − Q1 spreads use equal-weighted top and bottom quintiles. Turnover is the share of the long book replaced at the latest monthly rebalance.
| Factor | Names | Rebalanced | Turnover | New adds | Top holdings |
|---|---|---|---|---|---|
| Momentum | 100 | 2026-09-30 | 23% | 23 | AMD · GOOGL · LLY |
| Value | 100 | 2026-09-30 | 7% | 7 | BAC · BRK-B · WFC |
| Quality | 100 | 2026-09-30 | 1% | 1 | AAPL · AVGO · GOOGL |
| Size | 100 | 2026-09-30 | 8% | 8 | BR · NDSN · EVRG |
| Low vol | 100 | 2026-09-30 | 2% | 2 | BRK-B · JNJ · JPM |
| High beta | 100 | 2026-09-30 | 5% | 5 | AMD · AMZN · AVGO |
| Div yield | 100 | 2026-09-30 | 6% | 6 | CVX · HD · VZ |
Each factor’s detail page includes its full holdings and rebalance history. Read the methodology →