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Perform

Is it beating the market right now?

Updated June 3, 2026

What it actually measures. Take the stock's total return over the last year. Subtract what the S&P 500 (SPY) did over the same year. What's left is the part of the return that belongs to this stock specifically rather than to a rising tide. The tile shows where that figure ranks against the field.

How to read it

If you see…It means…
High (80–100)A recent leader. Leaders tend to keep leading — modestly — until market leadership rotates, at which point they fall first.
Low (0–20)A recent laggard. Deep laggards tend to bounce a little. "Cheap" can also stay cheap if the business is genuinely broken.
Middle (40–60)Drifted with the market. This metric is silent here. Don't read direction into a middle score.

Using it in an IRA

The card tells you about the stock. Your account tells you how much to own.

The fine print — formula, evidence, and where it fails

marketBeat1Y is the stock's 252-trading-day total return minus SPY's, evaluated point-in-time, then percentile-ranked across the universe.

Stability. A name in the top decile this month has a 42% chance of being there next month, 80% within ±1 decile. A moderately stable descriptor of recent leadership.

Independence. Average absolute correlation with the other three tiles is +0.18; strongest overlap is +0.31 with Money Flow (recent leaders are mechanically names where up-day volume has piled in) and +0.22 with Overall Growth. Marginal information contribution to a composite is ≈0 — it largely re-states what flow and growth already say.

Tier-1 evidence

A single tile's job is to describe a stable, distinct dimension of stock character — not to produce alpha on its own. We test that with three questions: does the metric stay where it puts a stock month-over-month (stability), is it independent of the other tiles on the card (orthogonality), and does it carry information the others don't (marginal contribution).

Stay in same decile
42%
80% stay within ±1 decile · 94% within ±2
Avg |correlation| (other tiles)
+0.18
Max +0.31 with Peril · window: 19y
Marginal IC contribution
≈0
IC without +0.007 → with +0.007

Correlation with the other panel headlines

Persist
+0.03
Profit
+0.22
Peril
+0.31

Diagnostics regenerated 2026-06-01

The decile evidence (the U). Across 396 monthly anchors, 1996–2026, sorting the S&P 500 into deciles of this metric and reading the next 4-week excess return vs SPY: D10 ≈ +0.46pp/month and D1 ≈ +0.47pp/month, while deciles 3–9 cluster between 0 and +0.2pp. The two ends outperform by similar amounts for opposite reasons — continuation at the top, mean reversion at the bottom.

Evidence — decile screening

Mean forward excess return vs SPY for each decile of the metric, averaged across 396 monthly anchors from 1996-01-05 to 2026-04-17. Cohort: S&P 500 (point-in-time membership via fmp PIT view).

mean fwd excess (pp/period)
value
support
D10
+0.46 pp
n=396
D9
+0.08 pp
n=396
D8
+0.17 pp
n=396
D7
+0.16 pp
n=396
D6
+0.19 pp
n=396
D5
+0.08 pp
n=396
D4
+0.23 pp
n=396
D3
+0.01 pp
n=396
D2
+0.15 pp
n=396
D1
+0.47 pp
n=396

Failure modes

  • Tail descriptor, not a monotonic gradient — both the top decile (recent leaders) and the bottom decile (recent laggards) post small positive forward excess returns vs SPY (the U-shape visible above). Deciles 4-7 cluster near zero. The metric sorts the cross-section into 'recent leader' and 'recent laggard' tails — both of which have edge for opposite reasons (continuation at the top, mean reversion at the bottom) — but doesn't rank the middle of the distribution in any meaningful way.
  • Reversal at regime turns — the top-decile edge inverts exactly when leadership rotates. Through 2008Q4-2009Q1, 2020Q1, and 2022, momentum names that had ridden the prior bull leg collapsed first; the decile ladder visibly flips in these windows. The metric is descriptive of current leadership, not predictive across regime breaks.
  • PIT-correct but not fully survivorship-free — the input excess-return panel doesn't carry names that left the S&P 500 before the panel was built. The PIT filter removes the late-additions lift (NVDA pre-2001, META pre-2013, TSLA pre-2020); it doesn't add back the dropped losers. True ex-ante decile means would be marginally lower than what shows above.

Signal = 52-week cumulative excess return vs SPY at month-end Fridays. Forward = next 4-week cumulative excess return vs SPY. Top-decile basket = top 20 by signal, equal-weighted; stats are computed on the resulting per-anchor excess-return series (so Sharpe is interpretable as Information Ratio and CAGR is annualized excess return).

Evidence regenerated 2026-06-01