Latest from the Portfolio Armor blog: Trade Alert: Earnings, 3/18/2024

Performance: Top Names

Since June of 2017, we've been posting Portfolio Armor's top ten names ranked by potential return, net of hedging cost, and tracking their unhedged performance in real time. We post the performance of weekly top names cohorts in the table below, six months after we share them with subscribers.

In June of 2022, we updated the way we select our top names, by adding a new factor. That will start impacting 6-month performance shown in this table after January 24th, 2023, but we will post interim performance on our blog before then.

Starting Date Portfolio Armor 6-Month Performance SPY 6-Month Performance
June 8, 2017 14.49% 9.99%
June 15, 2017 19.85% 10.97%
June 22, 2017 26.14% 11.27%
June 29, 2017 18.24% 11.68%
July 6, 2017 21.03% 14.81%
July 13, 2017 28.25% 14.85%
July 20, 2017 25.04% 14.62%
July 27, 2017 33.52% 17.10%
August 3, 2017 24.63% 12.66%
August 10, 2017 13.05% 8.36%
August 17, 2017 10.71% 13.48%
August 24, 2017 15.23% 13.72%
August 31, 2017 8.42% 10.87%
September 7, 2017 16.05% 11.61%
September 14, 2017 29.19% 11.19%
September 21, 2017 22.56% 9.42%
September 28, 2017 14.30% 4.73%
October 5, 2017 11.53% 5.26%
October 12, 2017 17.51% 5.38%
October 19, 2017 20.73% 6.08%
October 26, 2017 18.10% 5.13%
November 2, 2017 12.64% 3.11%
November 9, 2017 5.41% 5.34%
November 16, 2017 6.11% 6.22%
November 23, 2017 5.18% 6.19%
November 30, 2017 -0.19% 3.80%
December 7, 2017 11.51% 5.99%
December 14, 2017 29.80% 5.87%
December 21, 2017 17.11% 3.36%
December 28, 2017 13.78% 1.99%
January 4, 2018 30.22% 0.59%
January 11, 2018 -2.06% 1.12%
January 18, 2018 7.00% 1.55%
January 25, 2018 1.73% 1.10%
February 1, 2018 11.02% 0.59%
February 8, 2018 25.21% 11.75%
February 15, 2018 4.31% 4.08%
February 22, 2018 19.48% 6.73%
March 1, 2018 10.64% 9.37%
March 8, 2018 5.82% 5.82%
March 15, 2018 6.99% 6.68%
March 22, 2018 8.64% 11.74%
March 29, 2018 14.68% 11.48%
April 5, 2018 9.76% 9.33%
April 12, 2018 -2.29% 4.71%
April 19, 2018 4.66% 3.67%
April 26, 2018 2.30% 0.53%
May 3, 2018 11.01% 4.47%
May 10, 2018 7.01% 3.03%
May 17, 2018 -6.70% 1.54%
May 24, 2018 -5.60% -2.63%
May 31, 2018 -7.91% 2.66%
June 7, 2018 -14.13% -4.12%
June 14, 2018 -2.98% -5.71%
June 21, 2018 -24.51% -11.31%
June 28, 2018 -23.86% -7.58%
July 5, 2018 -18.62% -6.61%
July 12, 2018 -9.02% -6.32%
July 19, 2018 -13.53% -3.83%
July 26, 2018 -11.30% -5.21%
August 2, 2018 -9.52% -3.36%
August 9, 2018 -6.62% -4.12%
August 16, 2018 -7.01% -1.33%
August 23, 2018 -5.88% -1.30%
August 30, 2018 -9.88% -2.99%
September 6, 2018 -9.20% -2.75%
September 13, 2018 -5.19% -2.25%
September 20, 2018 1.58% -2.66%
September 27, 2018 0.20% -2.80%
October 4, 2018 5.54% 0.25%
October 11, 2018 8.88% 6.99%
October 18, 2018 -5.21% 6.02%
October 25, 2018 5.28% 9.26%
November 1, 2018 5.25% 7.80%
November 8, 2018 -0.72% 3.57%
November 15, 2018 2.10% 5.49%
November 21, 2018 10.46% 9.23%
November 29, 2018 -3.16% 2.62%
December 6, 2018 2.08% 6.64%
December 13, 2018 7.15% 10.26%
December 20, 2018 18.96% 20.94%
December 27, 2018 7.28% 18.60%
January 3, 2019 26.50% 23.49%
January 10, 2019 12.10% 16.42%
January 17, 2019 14.32% 14.28%
January 24, 2019 3.54% 15.44%
January 31, 2019 16.39% 11.21%
February 7, 2019 6.66% 7.59%
February 14, 2019 8.54% 4.43%
February 21, 2019 5.74% 6.40%
February 28, 2019 2.73% 4.63%
March 7, 2019 20.56% 9.38%
March 14, 2019 15.87% 8.08%
March 21, 2019 -1.69% 5.76%
March 28, 2019 0.90% 6.24%
April 4, 2019 6.81% 3.47%
April 11, 2019 -0.42% 3.78%
April 18, 2019 -3.44% 3.72%
April 25, 2019 5.65% 4.25%
May 2, 2019 3.10% 6.14%
May 9, 2019 8.31% 8.80%
May 16, 2019 7.93% 9.41%
May 23, 2019 9.61% 11.27%
May 30, 2019 13.29% 13.72%
June 6, 2019 7.96% 11.61%
June 13, 2019 5.24% 10.62%
June 20, 2019 1.81% 9.97%
June 27, 2019 6.25% 11.82%
July 3, 2019 3.66% 8.93%
July 11, 2019 8.18% 9.86%
July 18, 2019 10.78% 12.14%
July 25, 2019 10.89% 10.64%
August 1, 2019 9.68% 10.16%
August 8, 2019 2.40% 14.22%
August 15, 2019 6.39% 19.74%
August 22, 2019 4.72% 15.15%
August 29, 2019 -6.98% 2.23%
September 5, 2019 3.57% 2.55%
September 12, 2019 -10.70% -16.86%
September 19, 2019 -16.00% -19.35%
September 26, 2019 -18.39% -11.08%
October 3, 2019 -16.19% -13.60%
October 10, 2019 -9.64% -4.08%
October 17, 2019 -7.64% -3.16%
October 24, 2019 -4.12% -4.75%
October 31, 2019 0.13% -3.18%
November 7, 2019 -2.60% -5.62%
November 14, 2019 -11.89% -6.92%
November 21, 2019 -2.96% -3.91%
November 27, 2019 -9.33% -2.72%
December 5, 2019 -5.77% 3.48%
December 12, 2019 -5.38% -3.01%
December 19, 2019 0.30% -2.33%
December 26, 2019 -8.19% -6.10%
January 2, 2020 -5.87% -2.87%
January 9, 2020 -3.83% -2.74%
January 16, 2020 -4.28% -2.03%
January 23, 2020 1.21% -1.61%
January 30, 2020 0.79% -0.09%
February 6, 2020 -0.81% 1.17%
February 13, 2020 -2.38% 0.99%
February 20, 2020 -3.30% 1.46%
February 27, 2020 4.33% 18.32%
March 5, 2020 5.10% 14.46%
March 12, 2020 4.88% 36.07%
March 19, 2020 -17.20% 39.50%
March 26, 2020 2.12% 26.92%
April 2, 2020 1.61% 33.69%
April 9, 2020 -0.01% 25.74%
April 16, 2020 1.71% 25.49%
April 23, 2020 1.43% 24.95%
April 30, 2020 6.44% 13.37%
May 7, 2020 -0.30% 22.75%
May 14, 2020 -2.09% 26.73%
May 21, 2020 2.97% 21.52%
May 28, 2020 32.99% 21.05%
June 4, 2020 52.43% 19.79%
June 11, 2020 36.95% 22.89%
June 18, 2020 37.55% 19.93%
June 25, 2020 34.36% 21.06%
July 2, 2020 27.21% 20.74%
July 9, 2020 33.39% 22.29%
July 16, 2020 56.48% 18.09%
July 23, 2020 38.08% 19.54%
July 30, 2020 25.61% 15.19%
August 6, 2020 18.70% 16.93%
August 13, 2020 26.15% 17.54%
August 20, 2020 28.41% 16.26%
August 27, 2020 14.09% 10.11%
September 3, 2020 29.04% 11.35%
September 10, 2020 8.11% 17.65%
September 17, 2020 18.64% 19.28%
September 24, 2020 14.12% 20.70%
October 1, 2020 6.71% 19.76%
October 8, 2020 20.31% 19.73%
October 15, 2020 25.25% 20.58%
October 22, 2020 35.26% 20.54%
October 29, 2020 13.50% 28.26%
November 5, 2020 4.88% 19.60%
November 12, 2020 9.09% 15.65%
November 19, 2020 3.18% 15.71%
November 25, 2020 7.02% 16.20%
December 3, 2020 4.17% 15.07%
December 10, 2020 5.22% 16.38%
December 17, 2020 18.99% 14.22%
December 24, 2020 10.06% 15.96%
December 31, 2020 22.49% 15.25%
January 7, 2021 -7.17% 15.36%
January 14, 2021 -14.77% 16.03%
January 21, 2021 7.93% 13.84%
January 28, 2021 -9.24% 16.97%
February 4, 2021 -10.81% 14.42%
February 11, 2021 -27.92% 14.33%
February 18, 2021 -20.06% 13.15%
February 25, 2021 -4.39% 18.19%
March 4, 2021 13.90% 21.07%
March 11, 2021 -14.05% 13.94%
March 18, 2021 -9.27% 13.86%
March 25, 2021 -9.16% 14.66%
April 1, 2021 24.78% 9.11%
April 8, 2021 -11.65% 7.89%
April 15, 2021 -14.81% 7.92%
April 22, 2021 3.86% 10.63%
April 29, 2021 22.52% 10.05%
May 6, 2021 58.09% 12.54%
May 13, 2021 45.29% 14.64%
May 20, 2021 29.00% 13.65%
May 27, 2021 25.02% 10.18%
June 3, 2021 8.27% 8.98%
June 10, 2021 -10.47% 11.86%
June 17, 2021 -20.15% 10.09%
June 24, 2021 12.77% 11.46%
July 1, 2021 -27.61% 11.10%
July 8, 2021 -31.38% 8.90%
July 15, 2021 -10.03% 7.62%
July 22, 2021 -33.48% 1.26%
July 29, 2021 -28.29% 0.98%
August 5, 2021 -11.70% 2.26%
August 12, 2021 -5.90% -0.37%
August 19, 2021 -34.50% -0.61%
August 26, 2021 -22.85% -1.24%
September 2, 2021 -23.82% -2.72%
September 9, 2021 -43.98% -4.16%
September 16, 2021 -11.79% -1.92%
September 23, 2021 -30.17% 0.80%
September 30, 2021 -3.62% 7.60%
October 7, 2021 -16.27% 2.98%
October 14, 2021 -7.44% -0.41%
October 21, 2021 -10.40% -2.78%
October 28, 2021 -25.61% -6.04%
November 4, 2021 -22.97% -7.50%
November 11, 2021 -48.90% -14.75%
November 18, 2021 -30.71% -16.02%
November 24, 2021 -30.48% -15.54%
December 2, 2021 -38.73% -8.14%
December 9, 2021 -36.23% -13.35%
December 16, 2021 -46.20% -20.87%
December 23, 2021 -52.73% -19.07%
December 30, 2021 -48.95% -20.19%
January 6, 2022 -20.87% -17.49%
January 13, 2022 -28.20% -17.85%
January 20, 2022 -17.44% -10.98%
January 27, 2022 7.39% -6.32%
February 3, 2022 -1.31% -6.51%
February 10, 2022 -8.86% -5.84%
February 17, 2022 -9.93% -1.66%
February 24, 2022 -1.19% -2.70%
March 3, 2022 -20.39% -9.31%
March 10, 2022 -3.78% -3.73%
March 17, 2022 -18.70% -11.57%
March 24, 2022 -31.33% -17.63%
March 31, 2022 -23.35% -20.25%
April 7, 2022 -23.73% -18.47%
April 14, 2022 -17.02% -17.62%
April 21, 2022 -20.78% -13.83%
April 28, 2022 5.43% -8.30%
May 5, 2022 -8.12% -8.28%
May 12, 2022 -16.01% 2.43%
May 19, 2022 -7.34% 2.55%
May 26, 2022 1.49% 0.11%
June 2, 2022 -20.27% -1.69%
June 9, 2022 -8.35% -1.20%
June 16, 2022 -5.61% 5.91%
June 23, 2022 1.47% 2.17%
June 30, 2022 -3.10% 2.27%
July 7, 2022 2.71% 0.64%
July 14, 2022 -4.40% 6.38%
July 21, 2022 -3.94% 0.14%
July 28, 2022 -7.61% 0.78%
August 4, 2022 -24.34% 0.44%
August 11, 2022 -25.02% -1.99%
August 18, 2022 -14.96% -3.98%
August 25, 2022 -24.61% -4.68%
September 1, 2022 -7.42% 0.45%
September 8, 2022 -26.02% 0.51%
September 15, 2022 -37.71% 0.66%
September 22, 2022 -0.44% 5.67%
September 29, 2022 -14.31% 11.57%
October 6, 2022 -22.79% 10.58%
October 13, 2022 11.11% 13.94%
October 20, 2022 4.56% 13.68%
October 27, 2022 -7.28% 9.46%
November 3, 2022 -4.82% 10.91%
November 10, 2022 25.48% 5.49%
November 17, 2022 34.45% 6.22%
November 23, 2022 -11.68% 3.78%
December 1, 2022 10.59% 4.43%
December 8, 2022 5.09% 9.22%
December 15, 2022 17.32% 14.56%
December 22, 2022 24.52% 15.53%
December 29, 2022 30.94% 15.13%
January 5, 2023 39.55% 17.69%
January 12, 2023 30.05% 13.21%
January 19, 2023 47.63% 18.02%
January 26, 2023 34.96% 13.40%
February 2, 2023 2.54% 8.82%
February 9, 2023 4.70% 10.33%
February 16, 2023 14.18% 8.50%
February 23, 2023 30.43% 11.42%
March 2, 2023 17.95% 14.28%
March 9, 2023 23.87% 14.65%
March 16, 2023 5.30% 13.18%
March 23, 2023 10.69% 10.27%
March 30, 2023 9.00% 6.66%
April 6, 2023 16.57% 5.74%
April 13, 2023 -1.79% 5.12%
April 20, 2023 6.88% 3.01%
April 27, 2023 9.45% 0.31%
May 4, 2023 13.28% 8.08%
May 11, 2023 8.52% 7.69%
May 18, 2023 9.91% 8.31%
May 25, 2023 -2.77% 10.61%
June 1, 2023 -6.11% 9.63%
June 8, 2023 12.72% 8.02%
June 15, 2023 19.14% 7.25%
June 22, 2023 9.37% 9.34%
June 29, 2023 11.32% 9.32%
July 6, 2023 -0.97% 7.24%
July 13, 2023 -0.61% 6.84%
July 20, 2023 -4.82% 7.51%
July 27, 2023 4.78% 8.54%
August 3, 2023 20.98% 10.98%
August 10, 2023 35.94% 13.26%
August 17, 2023 89.37% 15.37%
August 24, 2023 62.22% 17.13%
August 31, 2023 30.71% 13.68%
September 7, 2023 44.34% 16.61%
September 14, 2023 33.97% 15.22%
Average 3.22% 6.44%

So Portfolio Armor's top ten names averaged 3.22% over the average of these 328 6-month periods, versus SPY's average of 6.44%.