library(quantmod)
getSymbols(c('SPY','LQD','GLD'))
Data <- cbind(Cl(SPY),Cl(LQD),Cl(GLD))
Year <- as.factor(format(index(Data),'%Y'))
chart.Correlation(Data,bg=c(1,3,4,5,6)[Year],pch=21)
par(xpd=TRUE)
legend(0, 1, as.vector(unique(Year)), fill=c(1,3,4,5,6))