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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. 22 panels, refreshed daily.
§ I
S&P 500 · Annual Returns — Nearly a Century of Annual Verdicts
Since 1928, every bar is a year-end reckoning — green for gains, red for losses. The caption below tallies up / down / flat counts and the record best and worst years, recomputed live from the data.
S&P 500 · Constituents — Market Cap · 1-Year Return · Index Weight
X-axis is market cap, Y-axis is trailing 12-month return, bubble size scales with index weight. Every constituent on one canvas — drag the sliders to unfold the small-cap tail.
S&P 500 · Return Distribution — What Annual Returns Actually Look Like
Every year since 1928 binned by total return (dividends reinvested) into eleven buckets. The 10% 'average' is only an average — real years almost never land near it. Train your intuition for the fat-tailed shape of market returns.
S&P 500 · Annualized Matrix — Pick Any Entry Year, Any Exit Year
Each cell below the diagonal represents a hypothetical hold. The longer the holding period, the tighter annualized returns converge toward the long-term mean.
S&P 500 · 5Y Rolling — Five Years Later, the Typical Annualized Return
Every five-year rolling window since 1928. Fewer than one in ten came back negative.
S&P 500 · Return Decomposition — Total Return = Price + Dividend + Buyback
Since 1999. The sum of all three is what an investor actually receives each year. Buybacks' share is gradually overtaking dividends as the second pillar of return.
S&P 500 · Log YoY — Fourteen Crossings of Zero
On a log year-over-year scale, positive is bull and negative is bear. Fourteen zero-line crossings since 1928 — each one a handoff between cycles.
§ II
S&P 500 · TTM PE × Forward PE — S&P 500 · Trailing PE vs. Forward PE
Two lines on the same axis. The trailing curve is cap-weighted Σ(w·P)/Σ(w·trailingEps) computed daily across 500 constituents and seeded with multpl monthly data for the years before that. The forward curve is Bloomberg's "BEst P/E Ratio" — the 12-month consensus estimate — quarter-end points back to 1990 plus the most recent reading, native quarterly. The gap between the two is the market's bet on where earnings are heading.
Shiller CAPE · S&P 500 — Shiller CAPE — The Cycle-Smoothed P/E
Uses ten-year inflation-adjusted earnings as the denominator, filtering out business-cycle noise. Historical mean is roughly 17×; today's reading sits near the upper edge of its century-long range.
AIAE · Investor Allocation — AIAE — America's Equity Allocation
Equity market value ÷ (equity + bonds + cash). As a predictor of ten-year forward returns, AIAE carries slightly more explanatory power than CAPE.
S&P 500 · EPS (TTM) — S&P 500 Earnings Per Share (TTM)
Trailing twelve months. Earnings are the source of valuation's numerator and the bedrock of long-term price.
S&P 500 · ROE — S&P 500 · Return on Equity
Annual profit produced per dollar of shareholder equity. Remarkably stable near 15% over the past two decades — the index's earnings-power anchor.
S&P 500 · Return Decomposition (TTM) — Was it a multiple year or an earnings year?
Every year's price return from 1928 onward, split into two pieces — change in TTM PE multiple and change in TTM EPS (Shiller basis). Same-sign years with one side dominant are labelled 'multiple-driven' or 'EPS-driven'; balanced same-sign years are 'both'; opposite-sign years are 'fighting'. Stacked bars above, sortable table below. The textbook years — 2008-2009, 2020, 2023-2024 — pop out immediately.
§ III
S&P 500 · Historical Drawdowns — Every Deep Fall Carries a Name
From the 1929 cliff to the 2020 pandemic shock. Dozens of meaningful drawdowns leave their own shape and footnote here.
S&P 500 · Intrayear Drawdown — Deepest Intrayear Drop vs Year-End Outcome
Ninety-nine years: intrayear drawdown averages about 14% — every year carries a stretch that feels like a reason to sell — yet the year-end average still closes positive. Investors who sit through the mismatch between process and outcome are usually compensated by the close.
S&P 500 · Realized Volatility — The Market's Breathing Rate
20-day and 60-day annualized volatility. Long-term median is around 15%. Readings above 30% typically mark transitional phases in the cycle.
VIX · S&P 500 Fear Index — VIX — The Insurance Tab
A market-implied measure of 30-day volatility. VIX above 30 means investors are already paying to hedge the next risk event.
S&P 500 · Monthly Heatmap — Twelve Months of Seasonality
Monthly return colours since 2000. November and April carry the highest win rates; September has the longest history of negative months.
§ IV
S&P 500 · Methodology — How the S&P 500 Is Actually Built
Eligibility thresholds, weighting methodology, and the governance of constituent changes. The rules determine which companies qualify to represent the U.S. large-cap market.
S&P 500 · Sector Weights — GICS Eleven-Sector Weight Distribution
Information technology leads by a wide margin; financials, healthcare, and consumer discretionary follow. The sector pie itself reads as a short history of American industry.
Magnificent 7 · Equal-Weight — Magnificent 7 · Equal-Weight Index of the Seven
Jan 3, 2022 = 100. These seven stocks have driven the bulk of the index's recent advance and sit at the centre of every concentration debate.
S&P 500 · Constituent Changes — A Log of Additions and Deletions
The last decade of constituent changes. Each entry captures the rise or decline of a listed company — the mechanism by which the index stays current with the U.S. economy.