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PHLX SOX · Return Distribution

PHLX SOX — Thirty-Year Semiconductor Annual Return Distribution

Semiconductor Return Distribution — Thirty-year return histogram demonstrating greater return dispersion and volatility than any other major sector.

The plate

PHLX SOX · Return Distribution — Thirty-Year Semiconductor Annual Return Distribution0246-40%-20%0%20%40%60%
Plate III.3 Binned into eleven return intervals. Annual gains exceeding +50% and declines worse than -40% occur repeatedly, displaying pronounced fat tails on both sides. Data through 2026-09-28

Latest Snapshot

Average
+19.2%
Positive years
20
Negative years
11
Best year
1999 +101.0%
Worst year
2008 -48.0%
Observations
32
Sample
1995 – 2026

Binned into eleven return intervals. Annual gains exceeding +50% and declines worse than -40% occur repeatedly, displaying pronounced fat tails on both sides.

What this page answers

This static page is built to answer searches for PHLX SOX · Return Distribution. It summarizes the live dataset behind the Thirty-Year Semiconductor Annual Return Distribution panel and links to the full interactive chart.

Binned into eleven return intervals. Annual gains exceeding +50% and declines worse than -40% occur repeatedly, displaying pronounced fat tails on both sides. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.

View the interactive chart Download raw JSON

Data & Source

GET /api/semi/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.