Benchmark 2026-03-15 · By Yiqiao Yin, Founder & Partner

Q4 2025: Did Congress Beat the S&P 500?

Q4 2025 Scoreboard

Metric Return
Congressional Aggregate +6.8%
S&P 500 +4.2%
Congressional Alpha +2.6%

Key Findings

According to Seentio's analysis, the aggregate portfolio of active congressional traders returned approximately 6.8% in Q4 2025, outperforming the S&P 500's 4.2% return by 2.6 percentage points. The NASDAQ Composite returned 5.1% over the same period, meaning congressional traders also outperformed the tech-heavy index by 1.7 points.

The outperformance was driven by two factors: (1) an overweight position in technology stocks, which returned 8.3% in Q4 2025 vs. the S&P 500's 4.2%, and (2) concentrated positions in energy stocks that benefited from rising oil prices, particularly among members of the Energy and Natural Resources Committee.

However, congressional performance was not uniform across all members. The top 10% of traders by return significantly outperformed, while the bottom 10% underperformed the S&P 500 by an average of 3.1 percentage points. This suggests that "congressional alpha" is concentrated among a small number of active, well-positioned traders rather than being a systemic advantage shared by all members.

Historical Quarterly Performance

Quarter Congress S&P 500 Alpha Beat?
Q4 2025 +6.8% +4.2% +2.6% Yes
Q3 2025 +3.1% +3.7% -0.6% No
Q2 2025 +5.4% +4.0% +1.4% Yes
Q1 2025 +7.2% +5.5% +1.7% Yes
Q4 2024 +2.8% +3.2% -0.4% No
Q3 2024 +4.9% +3.8% +1.1% Yes

Source: Seentio analysis of SEC EFTS filings. Congressional returns estimated from disclosed transaction ranges.

Methodology

Congressional performance is estimated by constructing an aggregate portfolio from all disclosed purchase transactions during the quarter. Each position is weighted by the midpoint of the STOCK Act amount range (e.g., "$100,001 - $250,000" is weighted at $175,000). The portfolio is rebalanced at each disclosure date. Returns are calculated as the total return of this aggregate portfolio from the start to end of the quarter.

"Congressional alpha" is the difference between this estimated congressional return and the S&P 500 total return over the same period. This is an approximation — the STOCK Act requires disclosure of amount ranges, not exact dollar values, and there is a 45-day disclosure delay that introduces noise.

Frequently Asked Questions

Did Congress outperform the S&P 500 in Q4 2025?

According to Seentio's analysis, the aggregate portfolio of active congressional traders returned approximately 6.8% in Q4 2025, compared to the S&P 500's 4.2% return. This 2.6 percentage point outperformance — "congressional alpha" — was driven primarily by concentrated positions in technology and energy stocks that outperformed the broader market.

How does Seentio calculate congressional trading performance?

Seentio calculates congressional performance by constructing an aggregate portfolio from all disclosed purchase transactions, weighted by the midpoint of each STOCK Act amount range. The portfolio is rebalanced at each disclosure date. Performance is measured as total return including dividends, then compared against the S&P 500 total return over the same period.

Do members of Congress consistently beat the market?

Results are mixed across time periods. Seentio's data shows congressional traders have outperformed the S&P 500 in 7 of the last 12 quarters. The outperformance tends to be concentrated among members serving on committees with industry oversight — for example, members of the Energy Committee have historically outperformed in energy stocks.

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