STRASMORE/EXPLORE 2,170 QUERIES

Monthly returns, January through June 2026, recomputed live (SPY and QQQ)

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 2026-07-26, from Market Recap: June 2026.

as of ranking 12×4read in context →
Monthly returns, January through June 2026, recomputed live (SPY and QQQ) — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
period_starttickermonth_return_pctmonth_close
2026-01-01QQQ0.2621.43
2026-01-01SPY0.7690.57
2026-02-01QQQ-2604.93
2026-02-01SPY-0.8683.35
2026-03-01QQQ-3.9577.14
2026-03-01SPY-4.4650.24
2026-04-01QQQ14.8667.6
2026-04-01SPY9.9718.43
2026-05-01QQQ10.3738.25
2026-05-01SPY4.9756.4
2026-06-01QQQ-0.2735.76
2026-06-01SPY-1.2746.32
Rows × columns
12 × 4
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Monthly returns, January through June 2026, recomputed live (SPY and QQQ), derived from the stored result.
ColumnTypeRangeNotes
period_start date 2026-01-01 to 2026-06-01
ticker text 2 distinct values (QQQ, SPY)
month_return_pct number -4.4 to 14.8 percent
month_close number 577.14 to 756.4 US dollars

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.

the exact SQL behind every number
SELECT toString(toStartOfMonth(toDate(toTimeZone(window_start, 'America/New_York')))) AS period_start, ticker,
    round((argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / argMinIf(toFloat64(open), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100, 1) AS month_return_pct,
    round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS month_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ')
  AND window_start >= toDateTime('2026-01-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY period_start, ticker
ORDER BY period_start, ticker

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarket Recap: June 2026
Every June on the tape: SPY, recomputed identically by year (session counts shown) ranking 23×3 Ex-dividend events by day through June ranking 22×2 Treasury yields through June: 10-year, 2-year, and the 2s10s spread ranking 21×4 June regular-hours dollar volume, whole tape (one reused-symbol listing excluded pending entity verification) ranking 8×3 Short-interest settlements on file: May 29, June 15, and June 30 ranking 3×2 SPY, all 21 June sessions: close and close-over-close change series 21×3 See all 2,170 queries →