Seasonality

Years Year
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How these are built

Annual. Each week of the year (Sunday-start, Jan 1 = week 1, week 53 dropped) is summarised by its average daily close. The weekly variation is that average against the previous week's average. The N Year Avg Performance line is the mean weekly variation per week number over every week that started on or after today minus N + 1 years (N full years plus the current one; N = 10 is EdgeFinder's window, Max uses every week Yahoo has), drawn cumulatively on the right axis. YTD Performance is this year's weekly average close, a price, on the left axis.

Monthly. A month's return is its last close against the previous month's last close (the current month is month to date). N Year Avg is the mean per calendar month over the same window; This Year is this year's monthly returns; the table's Last 5 years is the mean over the last five complete calendar years. Longer windows average over more regimes: the tooltip and table show how many years each month or week actually has behind it.

This mirrors EdgeFinder's Annual Seasonality and Monthly Seasonality pages, read from the report's own component definitions and data calls on 2026-10-20 and checked on SPX500: the monthly figures matched to four decimals and the weekly this-year averages to the cent; the 10-year weekly means correlate 0.95 with theirs (their price vendor's weekly averages include sessions Yahoo's daily bars do not). Prices: Yahoo Finance daily closes. Not financial advice.