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<ul class="side-archives">
  <?php
  /**/
  $years = $wpdb->get_col("SELECT DISTINCT YEAR(post_date)
  FROM $wpdb->posts WHERE post_status = 'publish'
  AND post_type = 'post' ORDER BY post_date DESC");
  foreach($years as $year) :
  ?>
  <li><h2 class="side-archives__year"><?php echo $year; ?></h2>

      <ul class="archive-sub-menu">
          <?    $months = $wpdb->get_col("SELECT DISTINCT MONTH(post_date)
          FROM $wpdb->posts WHERE post_status = 'publish' AND post_type = 'post'
          AND YEAR(post_date) = '".$year."' ORDER BY post_date DESC");
          foreach($months as $month) :
          ?>
              <li class="side-archives__month"><a href="<?php echo get_month_link($year, $month); ?>">

                  <?php echo date( 'F', mktime(0, 0, 0, $month) );?></a>

              </li>

          <?php endforeach;?>

      </ul>

  </li>



  <?php endforeach; ?>

</ul>