The major index ETFs over the past week
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 2026-10-08, from Weekly Market Recap: The Week in Numbers.
| index_etf | week_return_pct | week_start | week_end |
|---|---|---|---|
| S&P 500 (SPY) | 1.69 | Oct 1 | Oct 7 |
| Nasdaq 100 (QQQ) | 2.16 | Oct 1 | Oct 7 |
| Dow (DIA) | 0.32 | Oct 1 | Oct 7 |
| Russell 2000 (IWM) | 0.06 | Oct 1 | Oct 7 |
- Rows × columns
- 4 × 4
- 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 |
|---|---|---|---|
index_etf |
text | 4 distinct values | |
week_return_pct |
number | 0.06 to 2.16 | percent |
week_start |
text | 1 distinct value (Oct 1) | |
week_end |
text | 1 distinct value (Oct 7) |
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.
WITH sess AS (
SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
argMin(toFloat64(open), toTimeZone(window_start, 'America/New_York')) AS o,
argMax(toFloat64(close), toTimeZone(window_start, 'America/New_York')) AS c
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
AND window_start >= now() - INTERVAL 12 DAY AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY ticker, d
),
wk AS (SELECT ticker, argMin(o, d) AS wo, argMax(c, d) AS wc, min(d) AS d0, max(d) AS d1
FROM sess WHERE d >= (SELECT max(d) FROM sess) - 6 GROUP BY ticker)
SELECT multiIf(ticker = 'SPY', 'S&P 500 (SPY)', ticker = 'QQQ', 'Nasdaq 100 (QQQ)', ticker = 'DIA', 'Dow (DIA)', 'Russell 2000 (IWM)') AS index_etf,
round((wc / wo - 1) * 100, 2) AS week_return_pct,
(SELECT formatDateTime(min(d0), '%b %e') FROM wk) AS week_start,
(SELECT formatDateTime(max(d1), '%b %e') FROM wk) AS week_end
FROM wk
ORDER BY multiIf(ticker = 'SPY', 0, ticker = 'QQQ', 1, ticker = 'DIA', 2, 3)
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