Congressional trading performance
A performance hub for readers comparing politician stock returns, congressional trade win rates, benchmark-relative alpha, sample size, and filing-delay limits before treating any rank as a signal.
Short answer
Congressional trading performance on Congressional Trader measures a narrow public-data signal: how tracked disclosed purchases performed against a benchmark over windows such as 30 and 90 days. The page pairs alpha and win rate with trade count and disclosure delay because public filings are delayed and incomplete.
Performance snapshot
Live leaderboard metrics paired with sample size and filing-delay context.
30d alpha
Average excess return against SPY 30 days after each disclosed purchase.
90d alpha
A longer benchmark-relative window for the same tracked purchase set.
Win rate
The share of tracked purchases that outperformed the benchmark window.
Filing delay
The gap between reported transaction date and public filing date.
| Politician | 30d alpha | 90d alpha | 30d win rate | Trades | Avg delay |
|---|---|---|---|---|---|
| Nancy Pelosi D-CA · House | +21.9% | +6.4% | 57% | 9 | Unknown |
| Ron Wyden D-OR · Senate | +17.1% | +22.7% | 100% | 1 | Unknown |
| Tina Smith D-MN · Senate | +13.9% | +5.6% | 100% | 5 | 11 days |
| Jerry Moran R-KS · Senate | +8.1% | +14.3% | 100% | 2 | Unknown |
| John Fetterman D-PA · Senate | +7.4% | +13.4% | 75% | 9 | Unknown |
| Maria Elvira Salazar R-FL · House | +7.1% | +6.5% | 72% | 21 | 7 days |
How congressional trading performance is measured
The cleanest public-data question is not whether a lawmaker's full portfolio beat the market. STOCK Act filings do not provide exact portfolio weights, execution prices, or complete holdings.
Congressional Trader measures a narrower research signal: how disclosed stock purchases performed against a benchmark after the reported trade date, then pairs that result with win rate, trade count, and disclosure delay.
- 30-day alpha compares short-window performance against a broad benchmark.
- 90-day alpha gives a longer read without pretending to be a full annual backtest.
- Win rate shows the share of purchases that outperformed the benchmark.
- Trade count keeps small-sample rankings from looking stronger than they are.
Why filing delay changes the read
A public disclosure can become visible after the market has already moved. That delay is why a high-return trade is not automatically a usable copy-trading signal.
Good performance analysis keeps transaction date, filing date, and delay visible together. A fast-filed trade and a late-filed trade should not be read the same way.
- Use transaction date to understand when the reported trade happened.
- Use filing date to understand when the public could see it.
- Use delay to separate historical performance from actionable monitoring.
What to inspect after a high rank
Open the politician profile before drawing conclusions from a leaderboard row. Look for repeated purchases, sector concentration, recent filing dates, and whether the return is based on enough trades to matter.
The strongest research paths combine performance with disclosure quality: benchmark-relative return, win rate, count, amount range, and the surrounding ticker or committee context.
Related paths
FAQ
What does congressional trading performance mean here?
It means benchmark-relative performance for tracked disclosed purchases, paired with win rate, trade count, and filing-delay context. It is not a complete portfolio return calculation.
Do these metrics prove a lawmaker beat the market?
No. They compare public disclosures under clear assumptions. Filings are delayed and incomplete, so the metrics are useful for research rather than proof or investment advice.
Why compare against SPY?
A broad market proxy helps separate general market movement from stock-specific outperformance. Deeper research may also compare against sector-specific benchmarks.
Should I copy trades from the best-ranked politicians?
No. Public filings arrive after transactions and do not show a full portfolio. Use the data to monitor patterns, not to blindly copy trades.