beta_by_year
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 2026-10-16, from what-is-stock-beta.
| year | beta_vs_spy | r_squared |
|---|---|---|
| 2019 | 1.55 | 0.55 |
| 2020 | 1.16 | 0.69 |
| 2021 | 1.31 | 0.47 |
| 2022 | 1.3 | 0.78 |
| 2023 | 1.1 | 0.51 |
| 2024 | 0.97 | 0.29 |
| 2025 | 1.25 | 0.56 |
- Rows × columns
- 7 × 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 |
|---|---|---|---|
year |
number | 2,019 to 2,025 | |
beta_vs_spy |
number | 0.97 to 1.55 | |
r_squared |
number | 0.29 to 0.78 |
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
daily AS
(
SELECT
ticker,
date,
toFloat64(close) AS px,
lagInFrame(toFloat64(close)) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_px
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'AAPL')
AND date >= '2018-12-01'
AND date <= '2025-12-31'
),
rets AS
(
SELECT ticker, date, px / prev_px - 1 AS ret
FROM daily
WHERE prev_px > 0
AND date >= '2019-01-01'
)
SELECT
toYear(s.date) AS year,
round(covarPop(s.ret, m.ret) / varPop(m.ret), 2) AS beta_vs_spy,
round(pow(corr(s.ret, m.ret), 2), 2) AS r_squared
FROM rets AS s
INNER JOIN (SELECT date, ret FROM rets WHERE ticker = 'SPY') AS m ON s.date = m.date
WHERE s.ticker = 'AAPL'
GROUP BY year
HAVING count() > 150
ORDER BY year
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