Beta Analysis for SPY vs SPY

1Y period - 173 trading days of correlation and beta analysis

Data: 2026-06-05(chains-2026-06-05.db)
Reference:
Time Period:
Beta (β)
1.000
Sensitivity to market
Correlation (ρ)
1.000
Linear relationship
R²
100.0%
Variance explained
Alpha (α)
0.00%
Excess return (ann.)
SPY Vol
13.2%
Annualized std dev
SPY Vol
13.2%
Annualized std dev

Returns Scatter Plot

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