S&P 500 — Historical Charts and Data
Every S&P 500 chart, valuation metric, drawdown record, and constituent breakdown from History of Market. 20 panels, century-scale, refreshed daily.
§ I
- Ninety-Nine Annual Verdicts 73 positive years, 26 negative, since 1928. S&P 500 · Annual Returns
- What Annual Returns Actually Look Like Average 11.8%; only 7 years landed within ±2% of it. S&P 500 · Return Distribution
- Pick Any Entry Year, Any Exit Year Hold-period analysis across every entry/exit combination. S&P 500 · Annualized Matrix
- Five Years Later, the Typical Return Fewer than one-in-ten 5-year windows came back negative. S&P 500 · 5Y Rolling
- Fourteen Crossings of Zero Bull/bear handoffs on a log year-over-year scale, 1928→today. S&P 500 · Log YoY
§ II
- Every Deep Fall Carries a Name From the 1929 cliff to the 2020 pandemic shock. S&P 500 · Historical Drawdowns
- Deepest Intrayear Drop vs Year-End Outcome Average intrayear drawdown -14%, year-end average still positive. S&P 500 · Intrayear Drawdown
- The Market's Breathing Rate Long-term median ~15%; >30% marks transitional phases. S&P 500 · Realized Volatility
- VIX — The Bill for Buying Protection Above 30, the market is already paying to hedge the next risk. VIX · S&P 500 Fear Index
- Twelve Months, Twelve Temperaments November and April carry the highest win rates; September the cruelest. S&P 500 · Monthly Heatmap
§ III
- Shiller CAPE — The Cycle-Smoothed P/E Historical mean 17×; today's reading sits near the century high. Shiller CAPE · S&P 500
- AIAE — America's Equity Allocation A sharper 10-year return predictor than CAPE. AIAE · Investor Allocation
- S&P 500 Earnings Per Share (TTM) Profit is the numerator; strip it out and every valuation falls apart. S&P 500 · EPS (TTM)
- S&P 500 · Return on Equity Remarkably steady near 15% over the last two decades. S&P 500 · ROE
- Total Return = Price + Dividend + Buyback Buybacks have overtaken dividends as the second pillar of return. S&P 500 · Return Decomposition
§ IV
- Magnificent 7 · Equal-Weight Index AAPL, MSFT, NVDA, GOOGL, AMZN, META, TSLA — indexed to 2022-01-03. Magnificent 7 · Equal-Weight
- GICS Eleven-Sector Weight Distribution Tech dominant; the rest of the economy trailing. S&P 500 · Sector Weights
- 500 Constituents at a Glance Market cap × 1-year return × index weight, on one chart. S&P 500 · Constituents
- Index Metabolism — In and Out A decade of additions and deletions — the index's heartbeat. S&P 500 · Constituent Changes
- How the S&P 500 Is Actually Built Eligibility, weighting, and governance — the house rules. S&P 500 · Methodology