spannweite_3j
Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-04, from long-vs-short-positions.
| ticker | change_3y_pct | worst_vs_start_pct |
|---|---|---|
| META | 138.9 | -5.4 |
| AAPL | 90.8 | -5.7 |
| SPY | 81.3 | -3.3 |
| KO | 63.5 | 0 |
| MSFT | 62.1 | 0 |
| PG | 0.8 | -4 |
- Rows × columns
- 6 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, KO, META…) | |
change_3y_pct |
number | 0.8 to 138.9 | percent |
worst_vs_start_pct |
number | -5.7 to 0 | percent |
Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.
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.
SELECT
ticker,
round((last_close / first_close - 1) * 100, 1) AS change_3y_pct,
round((min_close / first_close - 1) * 100, 1) AS worst_vs_start_pct
FROM
(
SELECT
ticker,
toFloat64(argMin(close, date)) AS first_close,
toFloat64(argMax(close, date)) AS last_close,
toFloat64(min(close)) AS min_close
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'META', 'KO', 'PG', 'SPY')
AND date >= today() - 1095
GROUP BY ticker
)
ORDER BY change_3y_pct DESC
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