QQQ. First Trading Day of the month, close to close.

Profit/loss (%) calculated for each first trading day of the month for the period from 3/10/1999 till 11/28/2011: go long on close, exit on the next day close.

year	1	2	3	4	5	6	7	8	9	10	11	12	Total
1999	0.00	0.00	0.00	2.02	-0.55	-2.27	0.68	-0.30	0.71	0.03	-0.53	2.12	1.91
2000	3.56	2.60	0.81	-6.37	0.90	4.87	1.90	-1.36	0.98	-2.31	-0.86	1.60	6.32
2001	-9.25	1.30	2.78	-4.68	3.97	2.87	-0.55	3.12	-3.26	-0.87	4.07	-1.74	-2.24
2002	2.99	-0.98	5.48	1.90	-0.53	-3.67	-5.03	-4.91	-3.78	5.74	2.77	1.01	0.99
2003	4.06	0.17	-2.07	0.82	0.87	-0.70	1.34	-1.09	1.42	2.20	1.63	1.45	10.10
2004	-0.26	-0.28	1.29	0.86	0.95	-0.14	-1.88	0.18	0.73	2.66	0.39	1.98	6.48
2005	-1.07	0.30	1.10	-1.00	0.41	0.81	-0.14	0.16	-0.13	0.26	-0.08	1.82	2.44
2006	2.17	0.37	1.33	0.12	-0.99	2.30	0.61	-1.72	0.53	-1.28	-1.39	-0.87	1.18
2007	0.19	-0.16	-0.48	0.14	0.33	0.06	0.90	0.77	1.63	1.14	-1.90	-0.84	1.78
2008	-1.60	1.01	-0.65	4.10	3.06	-1.24	1.40	-1.30	-1.26	-1.06	-0.22	-8.14	-5.90
2009	4.14	1.18	-3.37	1.49	0.27	2.77	0.06	1.47	-1.91	-3.07	0.42	1.01	4.46
2010	1.44	1.10	1.43	0.00	1.38	-0.94	-0.28	1.84	2.89	-0.12	0.08	2.06	10.88
2011	1.55	1.85	-1.63	0.05	-0.19	-2.22	1.49	-0.47	-0.92	-2.64	-2.68	0.00	-5.81

Query used:


select [year], [1],[2],[3],[4],[5],[6],[7],[8],[9],[10],[11],[12],[13] Total into #t
from
	(	select cast((t.c - t_1.c)/t.c * 100 as decimal(10,2)) pl, year(t.d) [year], MONTH(t.d) [month] 
		from qqq t
		join qqq t_1 on t_1.id = t.id - 1
		where month(t_1.d)%12 = MONTH(t.d) - 1)	p
pivot
(
sum(pl)
for [month] in ([1],[2],[3],[4],[5],[6],[7],[8],[9],[10],[11],[12],[13]) 
)	r	
order by [year]


--2
update #t
set Total = coalesce([1], 0) + coalesce([2], 0) + coalesce([3], 0) + coalesce([4], 0) 
			+ coalesce([5], 0) + coalesce([6], 0) + coalesce([7], 0) + coalesce([8], 0) 
			+ coalesce([9], 0) + coalesce([10], 0) + coalesce([11], 0) + coalesce([12], 0) 


DECLARE @HeaderList varchar(max), @head varchar(1000)
SELECT @HeaderList = COALESCE(@HeaderList + '', '') +    name 
from tempdb.sys.columns where object_id = object_id('tempdb..#t') order by column_id
select @head = '' + @HeaderList + ''

DECLARE @SelectList varchar(max)
SELECT @SelectList = COALESCE(@SelectList + '+''''+', '') +    'CAST([' + name + '] AS varchar(50))'
from tempdb.sys.columns where object_id = object_id('tempdb..#t') order by column_id

declare @sql varchar(max)
select @sql = 'select ''' + @head + ''' union all select ''''+' + @SelectList + '+'''' from #t'
exec (@sql)