Not EXACTLY what you asked, but something... On https://www.tradingview.com/ TradingView.com you can 'build' what you want; not sure if it requires a membership to do stuff like this... Your index of AAPL+MSFT+FB+GOOG+AMZN compared to $SPX. First-date is 24 Dec 2018 (Xmas-panic bottom): https://investorshub.advfn.com/uimage/uploads/2020/5/10/TPQGGVAUVTAM.JPG