Stocks with the strongest prior price performance, excluding the most recent month.
+16.6%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- AMD · GOOGL · LLY
- Largest sector
- Technology 43.4%
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 · 2026-09-11
| Factor | 1d | 5d | 20d | 60d | MTD | YTD | 1y |
|---|---|---|---|---|---|---|---|
| Momentum | +0.3% | +2.7% | -0.0% | -5.5% | +2.0% | +16.6% | +12.6% |
| High beta | +0.5% | +2.7% | -0.4% | -5.3% | +2.0% | +16.0% | +17.2% |
| Value | -0.2% | +0.0% | +1.2% | +5.3% | +1.3% | +6.3% | +7.3% |
| Dividend yield | -0.4% | -0.9% | -0.2% | +2.0% | -1.0% | +4.8% | +2.4% |
| Quality | +0.2% | +0.2% | -1.0% | -1.2% | -0.2% | +3.7% | +3.3% |
| Size | -0.2% | -2.2% | -2.9% | +2.5% | -3.0% | -0.1% | -3.5% |
| Low volatility | -0.6% | -0.7% | -0.1% | -0.3% | -0.8% | -5.8% | -11.7% |
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.
+16.0%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- AMZN · AVGO · GOOGL
- Largest sector
- Technology 55.8%
Stocks priced cheaply relative to their earnings, book equity, and sales.
+6.3%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- BAC · BRK-B · WFC
- Largest sector
- Financial Services 43.7%
Stocks with the highest dividend yields over the past twelve months.
+4.8%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- CVX · PM · VZ
- Largest sector
- Utilities 17.4%
Stocks with strong profitability, lower leverage, and more stable earnings.
+3.7%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- AAPL · GOOGL · LLY
- Largest sector
- Technology 42.5%
The smaller companies within the selected universe.
-0.1%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- NI · VTRS · CDW
- Largest sector
- Industrials 16.9%
Stocks with the lowest daily return volatility over the past year.
-5.8%YTD vs S&P 500
Long-only portfolio · 100 stocks
- Top holdings
- BRK-B · JNJ · JPM
- Largest sector
- Financial Services 35.0%
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 | 2026-08-31 | 16% | 16 | AMD · GOOGL · LLY |
| Value | 100 | 2026-08-31 | 10% | 10 | BAC · BRK-B · WFC |
| Quality | 100 | 2026-08-31 | 5% | 5 | AAPL · GOOGL · LLY |
| Size | 100 | 2026-08-31 | 6% | 6 | NI · VTRS · CDW |
| Low vol | 100 | 2026-08-31 | 3% | 3 | BRK-B · JNJ · JPM |
| High beta | 100 | 2026-08-31 | 4% | 4 | AMZN · AVGO · GOOGL |
| Div yield | 100 | 2026-08-31 | 9% | 9 | CVX · PM · VZ |
Each factor’s detail page includes its full holdings and rebalance history. Read the methodology →