Overview Derived Macro Corr Sp500 90d
Market overview
The rolling 90-day correlation between the daily returns of the market price and the S&P 500 index.
Measured on this chain
Overview Derived Macro Corr Sp500 90d on Market overview last read 0.3431 on Sep 1, 2026, a change of -26.36% over 30 days, ranging from 0.1181 (Jul 7, 2026) to 0.6167 (Feb 10, 2026).
- Latest reading
- 0.3431
- Sep 1, 2026
- Change
- 1d +1.83%
- 30d -26.36%
- 90d +146.1%
- 1y -3.98%
- Range
- Low 0.1181·Jul 7, 2026
- High 0.6167·Feb 10, 2026
- Coverage
- Jan 22, 2025 — Sep 1, 2026
- 800 readings
| Date | Value |
|---|---|
| Aug 17, 2026 | 0.4266 |
| Aug 18, 2026 | 0.4086 |
| Aug 19, 2026 | 0.351 |
| Aug 20, 2026 | 0.3518 |
| Aug 23, 2026 | 0.3479 |
| Aug 24, 2026 | 0.3466 |
| Aug 25, 2026 | 0.3349 |
| Aug 26, 2026 | 0.3366 |
| Aug 27, 2026 | 0.3438 |
| Aug 30, 2026 | 0.3314 |
| Aug 31, 2026 | 0.337 |
| Sep 1, 2026 | 0.3431 |
Read from our own stored series, not quoted from a page.