RSP and SPY price paths, both indexed to 100 in January 2019

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
    formatDateTime(m, '%Y-%m')                                                 AS month,
    round(100 * rsp_close / first_value(rsp_close) OVER (ORDER BY m), 1)       AS rsp_index,
    round(100 * spy_close / first_value(spy_close) OVER (ORDER BY m), 1)       AS spy_index,
    round((rsp_close / first_value(rsp_close) OVER (ORDER BY m))
        / (spy_close / first_value(spy_close) OVER (ORDER BY m)), 3)           AS rsp_per_spy,
    formatDateTime(m, '%b %Y')                                                 AS month_label
FROM
(
    SELECT
        toStartOfMonth(date)                                AS m,
        argMaxIf(toFloat64(close), date, ticker = 'RSP')     AS rsp_close,
        argMaxIf(toFloat64(close), date, ticker = 'SPY')     AS spy_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('RSP', 'SPY')
      AND date >= toDate('2019-01-01')
      AND date <  toStartOfMonth(today())
    GROUP BY m
)
ORDER BY m