PAPER RETURN ANALYSIS
Every STOCK Act disclosure carries a price and a SPY benchmark. The gap between them is excess return — benchmark context after disclosed trades, not a recommendation or proof of motive. Ordered by average excess return across data-linked trades. Minimum 5 qualified trades required.
Modeled return difference over time
Monthly average 30-day difference vs S&P 500 · disclosure rows with price data
Excess return = stock price change over ~30 days after trade date minus SPY change over the same window. Gold marks observations above the benchmark and red marks observations below it. This model is not actual portfolio performance.
Modeled return difference by sector
Average 30-day S&P-relative difference by mapped sector · minimum 10 scored disclosure rows
Highest Average Differences
Largest Adverse Moves
Excess return = (ticker price change over ~30 days post-transaction) − (SPY change over same window). Only trades with both a resolved ticker price and SPY benchmark are included. 101 members have at least 5 qualified trades. Data updates nightly as new STOCK Act filings are processed.