SeriesMagCorrSyncOverlapThrough
Correlation
of % moves
+71%
In sync
of periods
71%
History
daysdays · through 2026-05-06
1,239
These move in the same direction about 71% of the time
When one swings, the other often swings by a similar amount (~50% of the pattern is shared).
Strong enough to use as a signal — check the stability and regime notes below before relying on it.
On a log scale so equal % moves take equal vertical space — best when one series has grown much faster than the other.
What to Watch
Slipping tighter
The recent pattern is tighter than its long-run baseline — keep an eye on whether this sticks.
Holds in both up and down markets
The relationship is similar whether prices are rising or falling — reliable in both directions.
Rock solid
The relationship barely changes from period to period — treat it as a reliable signal.
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Advanced
Statistics
In sync(i)
71.0%
Headline metric
Movement correlation(i)
+71%
Based on % moves
95% CI
+68% → +74%
Likely range of correlation
Pipeline
Pipeline Summary
1,239 paired data points survived the daily window.
Raw input
1,239
1,255
Normalized
1,239
1,255
Prepared
1,239
1,255
Aligned
1,239
1,239
Invalid removed
R²(i)
50.5%
Variance explained
Significance
p < 0.001
Statistical confidence
Data points
1,239
Deep
Time-Shifted Correlation
See how correlation changes when one series is offset in time. A taller bar at a non-zero shift means the two move together better when one leads the other — that's a potential lead/lag signal.
Correlation by shift
Click a bar to inspect. Range: -6 to 6 days.
Selected shift
No shift
Correlation at this shift
+71%
No shift — both series at their actual dates.
1,239 overlapping points at this shift
Baseline
+71%
No-shift correlation, matching the main time-series chart above.
Peak shift
No shift
+71%
A non-zero peak suggests one series lines up better when shifted against the other.
Stability
How the correlation evolves over time. A stable line means the relationship is reliable; large swings signal regime-dependent behavior.
Do They Crash Together?
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+33%
104 periods · Return correlation when both series rose
Both Falling
+24%
87 periods · Return correlation when both series fell
Diverging
-37%
58 periods · Return correlation when series moved apart
Scatter
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
16
A: 0 / B: 16
Series A
SOFI
Stock · 1,239 raw → 1,239 prepared
Series B
SPY
Stock · 1,255 raw → 1,255 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
7
Estimated crossover points between normalized spreads.
Slope
10.3310
Linear regression slope.
Intercept
378.5779
Linear regression intercept.
Saved 4 days ago · ID: stock-sofi_stock-spy_5y
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Top 10 by absolute correlation
Ranked across both sides of this comparison using the same dense row format as the single-symbol correlations view.