PHLX SOX · Return Distribution — Thirty years of annual returns, binned
Return distribution — Thirty years of yearly returns — the widest swings in the majors.
Every year placed into one of 11 buckets. The right tail past +50% is populated more than once; the left tail past -40% is too. This is the fat-tailed shape of semis, not a tidy bell curve.
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 years of annual returns, binned panel and links to the full interactive chart.
Every year placed into one of 11 buckets. The right tail past +50% is populated more than once; the left tail past -40% is too. This is the fat-tailed shape of semis, not a tidy bell curve. 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
- +1,920.0%
- Positive years
- 20
- Negative years
- 11
- Best year
- 1999 +10,098.0%
- Worst year
- 2008 -4,800.0%
- Observations
- 32
- Sample
- 1995 – 2026
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.