Beta & Correlation Analysis
Beta, correlation, and Sharpe analytics across a multi-asset universe with ranked tables and visual diagnostics against a chosen benchmark.
Visualization preview
Beta & correlation · cross-asset diagnostics252d · daily returns · benchmark SPY
Correlation matrix · ρclick to pin
SPY
QQQ
IWM
TLT
GLD
BTC
VIX
SPY
1.00
0.95
0.89
-0.42
0.08
0.31
-0.78
QQQ
0.95
1.00
0.82
-0.38
0.05
0.36
-0.74
IWM
0.89
0.82
1.00
-0.45
0.12
0.28
-0.71
TLT
-0.42
-0.38
-0.45
1.00
0.32
-0.18
0.34
GLD
0.08
0.05
0.12
0.32
1.00
0.21
0.04
BTC
0.31
0.36
0.28
-0.18
0.21
1.00
-0.24
VIX
-0.78
-0.74
-0.71
0.34
0.04
-0.24
1.00
Hover or click a cell
Ranked diagnostics · trailing 12mclick header to sort
| SPY | +14.2% | 15.8% | 1.00 | 1.00 | 0.81 | −18.7% |
| QQQ | +21.4% | 19.2% | 1.17 | 0.95 | 1.04 | −24.3% |
| IWM | +8.9% | 22.1% | 1.31 | 0.89 | 0.42 | −28.5% |
| TLT | −4.6% | 14.8% | −0.42 | −0.42 | −0.18 | −31.2% |
| GLD | +12.7% | 13.4% | 0.08 | 0.08 | 0.62 | −16.4% |
| BTC | +84.3% | 58.6% | 0.31 | 0.31 | 1.21 | −47.8% |
| VIX | −12.4% | 88.2% | −4.18 | −0.78 | — | −62.1% |
Click a row to select an asset
Indicative preview · live dashboard fetches data interactively.Source: asset-analyticsyoy.streamlit.app
Indicative preview · the live dashboard fetches real-time data and exposes interactive controls.
Overview
Beta, correlation, and Sharpe analytics across a multi-asset universe with ranked tables and visual diagnostics against a chosen benchmark.
What’s inside
- Interactive Streamlit dashboard with real-time controls and parameters.
- Methodology documentation explaining inputs, transforms, and outputs.
- Ranked tables, distribution charts, and rolling-window diagnostics.
- Cross-asset comparisons against benchmarks where relevant.