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Return

The Group Return category includes historical performance metrics that measure how companies within each industry or theme have changed in price over defined timeframes. These metrics cover daily, weekly, monthly, and multi-year horizons—helping you assess both short-term momentum and long-term strength or weakness across groups.

These return metrics are especially useful when:

  • Evaluating industry or theme performance over different time horizons
  • Spotting leadership or underperformance trends over time
  • Confirming strength or weakness when paired with technical or flow-based signals
  • Building multi-timeframe screening logic for strategy alignment

All values are weighted by market capitalization for group-level return analysis

Return (%)​

Measures percentage change from the closing price N periods ago to the current last price. Weighted by market capitalization.

Track group-level performance over common technical and institutional timeframes. Ideal for identifying rotational trends or persistent outperformance/underperformance.

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Available for 2, 3, 4 Days; 1 Week; 1, 3, 6, 9 Months; 1, 2, 5 Years

Compact Name: Return 2D (%), Return 3D (%), Return 4D (%), Return 1W (%), Return 1M (%), Return 3M (%), Return 6M (%), Return 9M (%), Return 1Y (%), Return 2Y (%), Return 5Y (%)

Real-Time
Return 1 Week 4% or MoreReturn 1 Week -4% or LessReturn 1 Month 4% or MoreReturn 1 Month -4% or LessReturn 3 Months 10% or MoreReturn 3 Months -10% or LessReturn 6 Months 10% or MoreReturn 6 Months -10% or LessReturn 9 Months 20% or MoreReturn 9 Months -20% or LessReturn 1 Year 20% or MoreReturn 1 Year -20% or Less

Return Week to Date (%)​

Percentage change from the weekly open to the current last price. Weighted by market capitalization.

Capture weekly directional movement early in the trading week. Useful for short-term swing setup validation or momentum-based filters.

Compact Name: WTD (%)

Real-Time

Return Month to Date (%)​

Percentage change from the monthly open to the current last price. Weighted by market capitalization.

Evaluate how a group is trending mid-month or month-end. Supports longer swing or rotational models and monthly performance comparisons.

Compact Name: MTD (%)

Real-Time
Return Month to Date 5% or MoreReturn Month to Date -5% or Less

Return Quarter to Date (%)​

Percentage change from the quarter open to the current last price. Weighted by market capitalization.

Helps track quarterly trend strength or underperformance, often relevant for fund rebalancing, earnings cycles, or macro positioning.

Compact Name: QTD (%)

Real-Time

Return Year to Date (%)​

Percentage change from the year open to the current last price. Weighted by market capitalization.

Provides a top-level view of year-long group performance. Often used to benchmark thematic or sector momentum and rank leadership over longer horizons.

Compact Name: YTD (%)

Real-Time
Return Year to Date 10% or MoreReturn Year to Date -10% or Less