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Funds (13F)

Junto Capital Management LP

Backtest from 20 Feb 2015 to 2 Nov 2026 · weekly · hypothetical

Watch this strategy
Return a year
+17.5%
S&P 500 +13.4%
Last 12 months
+13.4%
S&P 500 +12.1%
Sharpe ratio
0.84
S&P 500 0.71
Biggest drop
−39.9%
S&P 500 −31.8%
$10.0k$20.0k$40.0k 201520172019202120232025 $66.1k$43.5k
Junto Capital Management LPS&P 500 $10,000 in Junto Capital Management LP from 20 Feb 2015 against the S&P 500 (total return) over the same dates, marked weekly, log scale. Hypothetical: before taxes and trading costs.

About

Copies Junto Capital Management LP's quarterly 13F holdings in the companies we cover, weighted by reported value: it buys on the first trading day after each 13F is filed (up to 45 days after the quarter) and holds until the next filing. A 13F shows long US-listed positions only, at the quarter's end, so this misses shorts, cash, bonds, non-US holdings and trading within the quarter.

Junto Capital Management LP's 13F holdings →

Key statistics

MeasureStrategyS&P 500
Return a year (compound)+17.5%+13.4%
Total return+561%+335%
Last 12 months+13.4%+12.1%
Last 3 months+0.5%—
Last month+5.5%—
This year so far+8.9%—
Volatility a year18.7%16.5%
Sharpe ratio0.840.71
Biggest drop−39.9%−31.8%
Beta to the S&P 5001.041.00
Alpha a year (t-statistic)+3.5% (1.60)—
Share of weeks up59%—

Sharpe ratio uses returns above the 3-month Treasury bill rate. Alpha is the yearly return left after allowing for the strategy's exposure to the S&P 500 (CAPM); a t-statistic below about 2 means it cannot be told apart from luck.

Insights

CompanyWeightHeld sinceReturn since
ORLY3.5%——
WMT3.2%——
FWONK3.1%——
V3.0%——
TJX2.9%——
WAB2.7%——
AMZN2.7%——
CSX2.7%——
BLK2.6%——
JBHT2.4%——
MSCI2.3%——
MCO2.3%——
GWW2.2%——
TT2.2%——
PFGC2.1%——
ARMK2.0%——
AS2.0%——
AXP2.0%——
PNC1.8%——
CFG1.7%——
RCL1.6%——
VST1.6%——
TPG1.6%——
VVV1.6%——
WMB1.5%——
TRU1.5%——
GM1.4%——
CHKP1.4%——
MLM1.4%——
USFD1.4%——
BAC1.3%——
CCI1.3%——
META1.2%——
FITB1.2%——
FFIV1.1%——
COF1.1%——
INVH1.1%——
UMBF1.1%——
TOST1.0%——
MDLZ1.0%——
VIK1.0%——
POST1.0%——
VRSK0.9%——
GD0.9%——
WTFC0.9%——
ON0.9%——
OKTA0.9%——
WDAY0.9%——
LMT0.8%——
STEP0.8%——
CLS0.8%——
BA0.8%——
CMCSA0.8%——
ARES0.8%——
MCHP0.7%——
UAL0.7%——
LYFT0.7%——
GOOGL0.7%——
SIG0.7%——
FOXA0.7%——
F0.6%——
MC0.6%——
EAT0.6%——
TXT0.6%——
CACI0.5%——
AWI0.5%——
INIO0.5%——
RACE0.5%——
ONTO0.4%——
STZ0.4%——
DAL0.4%——
CRS0.4%——
TREX0.4%——
WT0.4%——
WCN0.3%——
KRC0.3%——
TOL0.3%——

Weighted by reported value in the latest 13F, held until the next filing.

PeriodReturn a yearS&P 500SharpeS&P 500Biggest dropBetaAlpha (t)
Whole backtest20 Feb 2015 to 2 Nov 2026+17.5%+13.4%0.840.71−39.9%1.04+3.5% (1.60)
2018 onwards5 Jan 2018 to 2 Nov 2026+16.6%+13.9%0.730.66−39.9%1.03+2.3% (0.90)
Last three years3 Nov 2023 to 2 Nov 2026+21.8%+21.8%1.141.16−16.1%0.87+2.1% (0.48)
Last year7 Nov 2025 to 2 Nov 2026+14.8%+14.2%0.820.84−11.3%0.85+2.2% (0.26)
DateCompanyAction
21 Aug 2026WTBought
21 Aug 2026WMBBought
21 Aug 2026WDAYBought
21 Aug 2026WABBought
21 Aug 2026VVVBought
21 Aug 2026VRSKBought
21 Aug 2026VIKBought
21 Aug 2026VBought
21 Aug 2026USFDBought
21 Aug 2026UMBFBought
21 Aug 2026UALBought
21 Aug 2026TXTBought
21 Aug 2026TTBought
21 Aug 2026TRUBought
21 Aug 2026TREXBought
21 Aug 2026TPGBought
21 Aug 2026TOSTBought
21 Aug 2026STZBought
21 Aug 2026RCLBought
21 Aug 2026RACEBought
21 Aug 2026ORLYBought
21 Aug 2026OKTABought
21 Aug 2026MLMBought
21 Aug 2026MDLZBought
21 Aug 2026MCHPBought

Dated at the rebalance that made the change.

DateCompanyAction
21 Aug 2026ZMSold
21 Aug 2026YUMSold
21 Aug 2026WSOSold
21 Aug 2026TXNSold
21 Aug 2026TSMSold
21 Aug 2026TSCOSold
21 Aug 2026TPBSold
21 Aug 2026TMUSSold
21 Aug 2026SSNCSold
21 Aug 2026SPOTSold
21 Aug 2026SNPSSold
21 Aug 2026SHWSold
21 Aug 2026SHAKSold
21 Aug 2026ROSTSold
21 Aug 2026ROKUSold
21 Aug 2026RBRKSold
21 Aug 2026PHMSold
21 Aug 2026ONONSold
21 Aug 2026NVDASold
21 Aug 2026MSFTSold
21 Aug 2026MSSold
21 Aug 2026MARSold
21 Aug 2026MASold
21 Aug 2026LYVSold
21 Aug 2026LRCXSold

Dated at the rebalance that made the change.

Backtests are hypothetical and use today's listed companies only, which flatters results. Past performance does not predict future returns. This is research, not investment advice. How we backtest