Strongest and weakest sleeve versus SPY, by calendar month

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH monthly AS
(
    SELECT
        toStartOfMonth(date)           AS m,
        ticker,
        argMin(toFloat64(close), date) AS first_close,
        argMax(toFloat64(close), date) AS last_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'IWM', 'XLK', 'XLE', 'XLF', 'XLV', 'XLU', 'GLD', 'EFA')
      AND date >= toStartOfMonth(today() - 400)
      AND date <  toStartOfMonth(today())
    GROUP BY m, ticker
)
SELECT
    formatDateTime(x.m, '%Y-%m')   AS month,
    argMax(x.ticker, x.excess_pct) AS leading_etf,
    round(max(x.excess_pct), 2)    AS leader_excess_pct,
    round(min(x.excess_pct), 2)    AS laggard_excess_pct
FROM
(
    SELECT
        sleeve.m      AS m,
        sleeve.ticker AS ticker,
        (sleeve.last_close / sleeve.first_close - 1) * 100
          - (bench.spy_last / bench.spy_first - 1) * 100 AS excess_pct
    FROM monthly AS sleeve
    INNER JOIN
    (
        SELECT
            m,
            first_close AS spy_first,
            last_close  AS spy_last
        FROM monthly
        WHERE ticker = 'SPY'
    ) AS bench USING (m)
    WHERE sleeve.ticker != 'SPY'
) AS x
GROUP BY x.m
ORDER BY x.m