Stock Overlay
Overlays, correlation, event studies, and lag — so you can see when energy, consumer, or other ETFs react with the market.
Indexed to 100 on the first common day — or volatility-scaled.
Click a cell to focus rolling correlation and lag on that pair. Pearson on daily returns.
Primary pair rolling window.
Cross-correlation for lags −10…+10.
Average peer returns when primary drops beyond a threshold.
Matrices conditioned on primary up/down days.
OLS beta of daily returns vs primary.
Peer–peer correlation after removing primary (market) influence.
Peers ranked by strongest |lag correlation| vs primary.
Matrices recomputed inside historical stress periods (needs history back to 2008 on first run).
Difference / ratio with rolling z-score bands (±2).
Return ranks over the lookback window.
Underwater curves and pairwise overlap of days in drawdown.
Equal-weight normalized baskets (auto-fetches extra constituents when overlapping).
Both up / both down / diverge for the focused pair.
Name and store comparisons; load focuses that pair.