Daily return distributions
Every session drawn as the raw histogram of our 508 tracked stocks' returns — upright violins on a shared timeline, with the S&P 500 below on the same axis. It shows how the market moved, not just how much: whole-distribution shifts, dispersion blowouts, and fat tails all look different here. Switch to trailing 1M/3M returns to see regimes instead of days. Part of the market breadth overview.
Time on the x-axis, one violin per session#
Each session is a column, return bins run up the y-axis, and the shape's width is the share of stocks in that bin — capped to its own lane, so distributions never overlap. Circle = median stock, triangle = cap-weighted average; the two drifting apart is megacaps decoupling from the typical stock.
Methodology#
Histograms are raw and unsmoothed (25bp bins for daily returns on a ±8% domain; 0.4% / 1% / 1.6% bins on ±12% / ±25% / ±40% for trailing 1W / 1M / 3M), sharing one density scale within a view so shapes compare across sessions. Returns beyond the domain pile into the edge bins, so extreme days show visible border spikes. Daily returns use dividend-adjusted closes across all actively tracked US stocks; trailing windows compound those dailies. The cap-weighted average uses current market caps across the whole window. Data is end-of-day (the newest column can be today's in-progress session during market hours). Not investment advice.
FAQ
- How do I read this chart?
- Each column is one session's full distribution of individual-stock returns, as a raw unsmoothed histogram standing upright in its own lane (nothing overlaps). The circle marks the median stock, the triangle the cap-weighted average — when the triangle sits far above the circle, megacaps are outrunning the typical stock. The S&P 500 strip below shares the same x-axis.
- What do the trailing 1M / 3M modes show?
- Instead of one day's returns, each session's distribution is of trailing 21- or 63-session compounded returns. These reveal regimes: a trailing-3M distribution sitting mostly below zero means most stocks have lost ground over the quarter, however mixed the individual days looked.
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