This is an approximate calculation tool. Not financial advice. Use at your own risk.

Other Graphs & Useful Analytics

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MANY GRAPHS FOR EQUITIES,ETFs,FUNDS,TREASURIES,AND PORTFOLIOS.
Disclaimer: All results are based on approximate historical data and are for informational purposes only. No guarantee is made as to the accuracy, completeness, or applicability of the results. Use at your own risk. This is not financial advice and is not guaranteed to be accurate.

MOST FEATURES ON THIS PAGE IS ACCESSIBLE WITHOUT LOGON FOR BETA TESTING.

Historical data and results may be inaccurate. Use at your own risk. THIS IS NOT FINANCIAL ADVICE.

dret/wret/mret/qret/6ret/yret,ticker1[-ticker2],yrs — Plots BAR CHARTS of returns (daily/weekly/monthly/quarterly/6-monthly/yearly).
Example: mret,TSLA,0.75 or yret,SPY,26 or yret,SPY-QQQ,20.
• Add ,exc to save results as CSV. Example: yret,SPY,26,exc. adding _CPI to any ticker will adjust it for inflation eg: SPY_CPI, or 10 Yr_CPI

ylp,yrs,5 Yr,... — Estimates Treasury (On-the-Run) Government Bond Returns using par yield history over the past yrs years.
• Example: ylp,3,5 Yr,SPY — compares 5-year bond vs. SPY over 3 years.
• Example: ylp,10,10 Yr,30 Yr — compares 10-year and 30-year treasuries over 10 years.
(adding _CPI to any bond ticker - not other tickers - will adjust it down for inflation)
• Example: ylp,3,5 Yr,SPY,@100 will show 100-working day correlation of returns between SPY and 10 Yr bond

ylx,yrs,5 Yr,... — Same as ylp, but Government Bond Returns are based on real yield (TIPS) curves - BUT PRICES ADJUSTED UPWARDS FOR CPI
(adding _CPI to any bond ticker - not other tickers - will adjust it down for inflation)
• Example: ylx,3,5 Yr,SPY,@100 will show 100-working day correlation of returns between SPY and 10 Yr bond (PRICES ADJUSTED UPWARDS for CPI)

nport,5,SPY — Shows 5-year flows and returns using NPORT (works for ETFs or Mutual Funds).
• Example: nport,5,SPY,QQQ — compares SPY and QQQ.

hldgs,ticker — Displays a holdings pie chart from NPORT (limited use) for an ETF or Mutual Fund.
• Example: hldgs,FPURX,exc — downloads the holdings as CSV - more practical use.

yrs,ticker1,...,tickerN,INF — Plots inflation-adjusted returns of tickers over yrs years.
• Example: 3,SPY,AAPL,INF.

trnd,ticker,yrs — Plots TRENDLINE for a ticker.
• Example: trnd,QQQ,3 — shows a 3-year trendline for QQQ. adding _CPI to any ticker will adjust it for inflation eg: SPY_CPI

avg,ticker,yrs,days : Plot n-days' moving average going back 'yrs' years, along with actual values.
• Example: avg,BRK-B,7,200 adding _CPI to any ticker will adjust it for inflation eg: SPY_CPI

vol,yrs,ndays,ticker1,ticker2 etc compares n-days' rolling volatility of the given tickers over yrs period
• Example: vol,12,252,btcusd,tsla adding _CPI to any ticker will adjust it for inflation eg: SPY_CPI

shrp,yrs,ndays,ticker1,ticker2 etc compares n-days' rolling sharpe ratio of the given tickers over yrs period
• Example: shrp,12,252,btcusd,tsla adding _CPI to any ticker will adjust it for inflation eg: SPY_CPI

srtn,yrs,ndays,ticker1,ticker2 etc compares n-days' rolling sortino of the given tickers over yrs period
• Example: srtn,12,252,btcusd,tsla adding _CPI to any ticker will adjust it for inflation eg: SPY_CPI

max,yrs,ticker,n — Shows the top n winning or losing streaks in yrs years.
• Example: max,25,GSPC,10.

nrt,ticker,yrs,m,n,exc — Lists the top n m-day cumulative gains or drops over yrs years (CSV output).
• Example: nrt,SPY,2,5,10,exc — shows the top 10 5-day gain/drops for SPY over 2 years.

rtn[e/s/f],yrs,exc — Calculates Sharpe, Sortino, and other metrics for ETFs/Stocks/Funds over yrs years (maximum 3 years).
• Example: rtne,3,exc — runs for ETFs with a 3-year lookback. (Takes time to process.)

recession,25,2 — Finds 2-quarter GDP drops over the past 25 years.
• Example: recession,25,2,1 — uses SP500 drawdowns.
• Example: recession,25,2,10 — skips yield spread check.

por2,2,QQQ+60,BND+40+2 — Plots 60/40 PORTFOLIO growth over 2 years with an extra 2% dividend for BND.
• Portfolio can contain any number of stocks/ETFs/funds with percentages summing to 100.
• Add a comparison ticker at the end (e.g., SPY) to compare against SPY: por2,2,QQQ+60,BND+40+2,SPY.

concv,ticker(orISIN) — Lists the top 20 funds/ETFs containing that ticker or ISIN, sorted by dollar value.
concp,ticker(orISIN) — Lists the top 20 funds/ETFs containing that ticker or ISIN, sorted by percent.
• These features take much longer to run.

gen,1,prem10y,10yprem (Generic Query - for developers only) gen,1,usindex,close,GSPC gen,5,cpiaucsl,cpiaucsl etc ... vol,12,252,btcusd,tsla shrp srtn etc

Other ways to specify years are: (in most cases on this page- not all)
Year - eg: 2022 will use data from 1/1/2022 to 12/31/2022
Year range : eg: 2021-2023 or 2021-23 will use data from 1/1/2021 to 12/31/2023
YTD : year to date
Years : 2 will show data from 2 years ago, 2.3 will data from 2.3 years ago, 3.5-6 will show data from 6 years to 3.5 years ago
Months : 3M will show data from 3months ago, 3M-7M will show data from 7 months ago to 3 months ago