XLF · Return Distribution — Twenty-seven years of annual returns, binned
Return distribution — Financials' yearly returns; note the long left tail.
Mean slightly below the S&P, but the left tail is extreme — the signature of a 'crisis sector': most years tick gently upward, but when something breaks, it's industry-wide.
What this page answers
This static page is built to answer searches for XLF · Return Distribution. It summarizes the live dataset behind the Twenty-seven years of annual returns, binned panel and links to the full interactive chart.
Mean slightly below the S&P, but the left tail is extreme — the signature of a 'crisis sector': most years tick gently upward, but when something breaks, it's industry-wide. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
The plate
Latest Snapshot
- Updated
- 2026-08-14
- Average
- +850.0%
- Positive years
- 18
- Negative years
- 9
- Best year
- 2013 +3,558.0%
- Worst year
- 2008 -5,492.0%
- Observations
- 28
- Sample
- 1999 – 2026
Data & Source
GET /api/fin/annual-tr.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.