SPY: how its history is extended
SPY returns from its first trading day; earlier history from VOO, then VFINX, then SP500.TR. (represented by the us_large asset chain before its own history)
Kind
Backfill chain
Extended from
1928-01-04
Through
2026-09-04
Sources
SPY → VOO → VFINX → SP500.TR
Validation at each junction
| Real series | Stands in before it | Real data from | Overlap (years) | Monthly correlation | Return gap (pp/yr) | Gate |
|---|---|---|---|---|---|---|
| SPY | VOO | 1993-01-29 | 15.99 | 0.9998 | -0.043 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
| VOO | VFINX | 2010-09-09 | 16.01 | 0.9997 | 0.095 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
| VFINX | SP500.TR | 1980-01-02 | 43.49 | 0.9926 | -0.858 | pass (bars: corr ≥ 0.9, |gap| ≤ 1.0pp) |
Figures on this page are computed from the data store when the page renders; the gate is re-checked every time an extension is used. Method: the lab's tracking standard, lab.data.chains.