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Quantitative Insights 1 min read

Backtesting: over the last week, the best portfolio was in small caps with 96% annualised return

Based on our daily backtesting, we observe that small caps have outperformed large caps over the last week

I
irina
September 11, 2026

On a weekly basis, the best performing portfolio was made of stocks with <500M daily volume. It earned a 1.6% return over 1 week (annualised return of 96%) against a S&P 500 return of -2%. Login or subscribe to see the details of stocks traded and currently held.