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S&P 500 — Historical Charts and Data

Every S&P 500 chart, valuation metric, drawdown record, and constituent breakdown from History of Market. 27 panels, refreshed daily.

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Annual Returns S&P 500 · Annual Returns — A Century of Calendar-Year Returns Historical annual returns of the S&P 500 since 1928, displaying full-year gains, losses, and historical dispersion. Constituent Market Cap & Returns S&P 500 · Constituents — Market Cap · 1-Year Return · Index Weight Cross-sectional scatter of all 500 constituents mapped by market capitalization versus 1-year trailing total return. Return Distribution S&P 500 · Return Distribution — The Distribution of Annual Returns Histogram of full-year total returns, revealing the pronounced fat-tailed nature of equity returns over conventional bell curves. Holding Period Matrix S&P 500 · Annualized Matrix — Annualized Return Matrix: Pick Any Buy and Sell Year Compound annualized return matrix across all historical buy-and-sell year pairs, charting return convergence over time. 5-Year Rolling Compound Return S&P 500 · 5Y Rolling — Five-Year Rolling Horizons: Annualized Return Distribution Annualized compound returns and loss probabilities across rolling five-year holding horizons since 1928. S&P 500 · Return Decomposition — Total Return Architecture: Price Gains, Dividends, and Buybacks Tracking the complete components of shareholder return since 1999. Share repurchases have structurally overtaken cash dividends as the secondary pillar of total return alongside price appreciation. Macro Regimes S&P 500 · Log YoY — Fourteen Crossings of Zero: A Century of Structural Regimes Segmenting nearly a century of market cycles via log YoY momentum, isolating fourteen structural bull and bear regime shifts.

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Daily Return Fat-Tail Distribution S&P 500 · Daily Distribution and Deep Down Days — Daily Return Distribution: Central Clustering and Tail Risk Histogram of over 6,600 daily returns, contrasting Gaussian normal assumptions with actual systemic left-tail extremes. Extreme Day Multiplier Decomposition S&P 500 · Multiplicative Contribution by Extreme Days — The Geometry of Compounding: How Extreme Days Multiply Capital Quantifying the multiplicative compounding impact of the best and worst outlier trading days on long-term terminal wealth.

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Shiller CAPE Ratio Shiller CAPE · S&P 500 — Shiller CAPE: Cycle-Smoothed Price-to-Earnings Ratio Ten-year cyclically adjusted price-to-earnings ratio (CAPE), tracking secular valuation multiples across economic cycles. Aggregate Investor Allocation to Equities AIAE · Investor Allocation — AIAE: Aggregate Investor Allocation to Equities US household equity allocation as a share of financial assets: a macro barometer exhibiting superior 10-year forward predictive power to CAPE. Trailing vs Forward P/E S&P 500 · TTM PE × Forward PE — S&P 500 Trailing vs. Forward P/E Multiples Historical trailing TTM and forward consensus P/E multiples, evaluating modern valuation levels against historical benchmarks. Valuation vs EPS Return Drivers S&P 500 · Return Decomposition (TTM) — Return Decomposition: Valuation Rerating vs. Earnings Growth Mathematical decomposition of annual price returns into valuation multiple rerating versus underlying EPS expansion. Earnings Per Share (TTM) S&P 500 · EPS (TTM) — S&P 500 Earnings Per Share (TTM) Century-long compounding and cyclical pulsation of trailing twelve-month earnings per share for the S&P 500. Return on Equity (ROE) S&P 500 · ROE — S&P 500 Return on Equity: The Anchor of Capital Efficiency Long-term index-level Return on Equity, tracing structural corporate profitability and capital efficiency.

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Historical Drawdown Register S&P 500 · Historical Drawdowns — Historical Drawdowns: The Morphology of Market Declines Comprehensive catalog of all major market drawdowns since 1928, detailing peak-to-trough depths, durations, and recovery paths. Intrayear Dip vs Full-Year Return S&P 500 · Intrayear Drawdown — Maximum Intra-Year Drop vs. Full-Year Return Deepest intrayear decline versus final calendar-year return: demonstrating that substantial pullbacks are the rule, not the exception. Realized Volatility Regimes S&P 500 · Realized Volatility — S&P 500 Realized Volatility: 20-Day and 60-Day Regimes Historical 20-day and 60-day annualized realized volatility cycles and structural volatility clustering. VIX Volatility Index VIX · S&P 500 Fear Index — Cboe Volatility Index (VIX): Pricing Market Tail Risk S&P 500 implied volatility and option-implied tail-risk pricing across market cycles. Market Breadth & Trend Participation Bull-Market Breadth · S&P 500 — Bull-Market Breadth: Participation Above Moving Averages Percentage of constituents above 50-day and 200-day moving averages: distinguishing broad rallies from mega-cap concentration. Monthly Seasonality S&P 500 · Monthly Heatmap — Monthly Return Seasonality: Historical Heatmap Century-spanning heat map of monthly returns, identifying statistical seasonal tilts and calendar anomalies. Gold Performance in Crises UBS YEARBOOK 2026 · 1900—2025 — Gold Performance During Market Drawdowns and High Inflation Regimes Empirical track record of gold as a downside defense and inflation hedge across eleven major equity drawdowns since 1975.

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Secular Sector Hegemony UBS YEARBOOK 2026 · 1900—TODAY — Sector Turnover: A Century and a Quarter of Economic Transformation Secular migration of market capitalization from 1900 to today: the collapse of railroads from 63% to under 1% alongside tech and healthcare expansion. Index Construction & Eligibility S&P 500 · Methodology — How the S&P 500 Is Actually Built S&P 500 selection criteria: market cap minimums, liquidity thresholds, consecutive profitability hurdles, and committee discretion. GICS Sector Weights S&P 500 · Sector Weights — GICS Eleven-Sector Weight Distribution Live market cap weighting and historical compositional shift across the eleven GICS sectors. Magnificent 7 Super-Index Magnificent 7 · Equal-Weight — Magnificent 7 · Equal-Weight Index of the Seven Equal-weighted versus cap-weighted composite tracking Nvidia, Apple, Microsoft, Alphabet, Amazon, Meta, and Tesla. Constituent changes S&P 500 · Constituent Changes — S&P 500 Constituent Changes: Additions and Removals Who was added and removed, year by year.