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))