spy_vs_peers

Name: spy_vs_peers
Creator: Strasmore
Published: 2026-09-20
License: https://www.strasmore.com/terms/

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 2026-09-20, from what-is-spy-etf.

as of 2026-09-20 series 13×6read in context →

spy_vs_peers — 13 rows by 6 columns, computed 2026-09-20 from US exchange, SIP and OPRA data.
month	month_label	spy_pct	voo_pct	ivv_pct	spy_minus_voo_pct
2025-09	Sep 2025	4.5	4.49	4.47	0.01
2025-10	Oct 2025	2.85	2.84	2.83	0
2025-11	Nov 2025	-0.33	-0.32	-0.31	0.01
2025-12	Dec 2025	0.46	0.47	0.4	0.02
2026-01	Jan 2026	0.91	0.89	0.91	0.03
2026-02	Feb 2026	-0.52	-0.5	-0.47	0.03
2026-03	Mar 2026	-4.18	-4.27	-4.19	0.09
2026-04	Apr 2026	9.9	9.9	9.93	0
2026-05	May 2026	4.88	4.89	4.9	0
2026-06	Jun 2026	-1.14	-1.11	-1.33	0.02
2026-07	Jul 2026	0.27	0.28	0.26	0.01
2026-08	Aug 2026	2.35	2.33	2.35	0.02
2026-09	Sep 2026	-0.04	0.19	-0.09	0.23

Rows × columns: 13 × 6
Computed: 2026-09-20
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 spy_vs_peers, derived from the stored result.
Column	Type	Range	Notes
`month`	text	13 distinct values (2025-09, 2025-10, 2025-11…)
`month_label`	text	13 distinct values (Apr 2026, Aug 2026, Dec 2025…)
`spy_pct`	number	-4.18 to 9.9	percent
`voo_pct`	number	-4.27 to 9.9	percent
`ivv_pct`	number	-4.19 to 9.93	percent
`spy_minus_voo_pct`	number	0 to 0.23	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 2026-09-20, 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
    month,
    any(month_label)                                                                            AS month_label,
    round(100 * (anyIf(end_close, ticker = 'SPY') / anyIf(start_open, ticker = 'SPY') - 1), 2)  AS spy_pct,
    round(100 * (anyIf(end_close, ticker = 'VOO') / anyIf(start_open, ticker = 'VOO') - 1), 2)  AS voo_pct,
    round(100 * (anyIf(end_close, ticker = 'IVV') / anyIf(start_open, ticker = 'IVV') - 1), 2)  AS ivv_pct,
    round(abs(
        100 * (anyIf(end_close, ticker = 'SPY') / anyIf(start_open, ticker = 'SPY') - 1)
      - 100 * (anyIf(end_close, ticker = 'VOO') / anyIf(start_open, ticker = 'VOO') - 1)
    ), 2)                                                                                       AS spy_minus_voo_pct
FROM
(
    SELECT
        ticker,
        formatDateTime(toStartOfMonth(date), '%Y-%m')   AS month,
        formatDateTime(toStartOfMonth(date), '%b %Y')   AS month_label,
        toFloat64(argMin(open, date))                   AS start_open,
        toFloat64(argMax(close, date))                  AS end_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'VOO', 'IVV')
      AND date >= toStartOfMonth(today() - 365)
      AND date <= today()
    GROUP BY ticker, toStartOfMonth(date)
)
GROUP BY month
HAVING countIf(ticker = 'SPY') > 0
   AND countIf(ticker = 'VOO') > 0
   AND countIf(ticker = 'IVV') > 0
ORDER BY month

SQL to run

SELECT
    month,
    any(month_label)                                                                            AS month_label,
    round(100 * (anyIf(end_close, ticker = 'SPY') / anyIf(start_open, ticker = 'SPY') - 1), 2)  AS spy_pct,
    round(100 * (anyIf(end_close, ticker = 'VOO') / anyIf(start_open, ticker = 'VOO') - 1), 2)  AS voo_pct,
    round(100 * (anyIf(end_close, ticker = 'IVV') / anyIf(start_open, ticker = 'IVV') - 1), 2)  AS ivv_pct,
    round(abs(
        100 * (anyIf(end_close, ticker = 'SPY') / anyIf(start_open, ticker = 'SPY') - 1)
      - 100 * (anyIf(end_close, ticker = 'VOO') / anyIf(start_open, ticker = 'VOO') - 1)
    ), 2)                                                                                       AS spy_minus_voo_pct
FROM
(
    SELECT
        ticker,
        formatDateTime(toStartOfMonth(date), '%Y-%m')   AS month,
        formatDateTime(toStartOfMonth(date), '%b %Y')   AS month_label,
        toFloat64(argMin(open, date))                   AS start_open,
        toFloat64(argMax(close, date))                  AS end_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'VOO', 'IVV')
      AND date >= toStartOfMonth(today() - 365)
      AND date <= today()
    GROUP BY ticker, toStartOfMonth(date)
)
GROUP BY month
HAVING countIf(ticker = 'SPY') > 0
   AND countIf(ticker = 'VOO') > 0
   AND countIf(ticker = 'IVV') > 0
ORDER BY month

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