History of Market · The Chronicle of the U.S. Stock Market historyofmarket.com
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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. 25 panels, refreshed daily.

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§ I

Annual returns S&P 500 · Annual Returns — Nearly a Century of Annual Verdicts Every calendar-year return since 1928, one bar per year. All-member scatter S&P 500 · Constituents — Market Cap · 1-Year Return · Index Weight Five hundred companies plotted by market cap × one-year return. Return distribution S&P 500 · Return Distribution — What Annual Returns Actually Look Like Yearly returns binned into a histogram — how often up, how hard down. Buy/sell matrix S&P 500 · Annualized Matrix — Pick Any Entry Year, Any Exit Year Pick any buy year and sell year; read the annualized return. Rolling 5Y CAGR S&P 500 · 5Y Rolling — Five Years Later, the Typical Annualized Return Buy at any point, hold five years — where the annualized return lands. 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. Bull/bear regimes S&P 500 · Log YoY — Fourteen Crossings of Zero A century sliced into fourteen bull and bear regimes via log YoY.

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Daily move distribution S&P 500 · Daily Distribution and Deep Down Days — The Spike Is Tall, So the Tail Needs a Magnifier Fat-tailed histogram of daily moves — extremes far exceed the normal curve. Extreme days S&P 500 · Multiplicative Contribution by Extreme Days — Do Not Add Returns, Ask What Each Group Multiplies Miss the best (or dodge the worst) few dozen days and see what compounding does.

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Shiller CAPE Shiller CAPE · S&P 500 — Shiller CAPE — The Cycle-Smoothed P/E Where the ten-year smoothed P/E sits in its century-long range — is the market expensive now. Investor equity allocation AIAE · Investor Allocation — AIAE — America's Equity Allocation How much of U.S. household wealth sits in stocks — beats CAPE at predicting ten-year returns. PE ratio S&P 500 · TTM PE × Forward PE — S&P 500 · Trailing PE vs. Forward PE TTM and forward PE against their history — is today expensive? Return attribution S&P 500 · Return Decomposition (TTM) — Was it a multiple year or an earnings year? Each year's move split into valuation change vs. earnings change. Earnings per share S&P 500 · EPS (TTM) — S&P 500 Earnings Per Share (TTM) Index-level trailing earnings per share over the long run. Return on equity S&P 500 · ROE — S&P 500 · Return on Equity The S&P 500's aggregate ROE through history.

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Major drawdowns S&P 500 · Historical Drawdowns — Every Deep Fall Carries a Name Every big decline since 1928 — depth, start, and time to recover. Intrayear drawdown S&P 500 · Intrayear Drawdown — Deepest Intrayear Drop vs Year-End Outcome Each year's deepest dip vs. its final return — dips are the norm. Volatility S&P 500 · Realized Volatility — The Market's Breathing Rate 20/60-day annualized volatility across the decades. VIX fear gauge VIX · S&P 500 Fear Index — VIX — The Insurance Tab The option market's insurance premium on stocks — a mood thermometer. Bull-market breadth Bull-Market Breadth · S&P 500 — Bull-Market Breadth — Who Stands Above the Moving Averages How many constituents trade above their 50/200-day averages — broad march or narrow rally. Monthly seasonality S&P 500 · Monthly Heatmap — Twelve Months of Seasonality Which months tend to rise or fall: a year-by-month return heatmap.

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Index rules S&P 500 · Methodology — How the S&P 500 Is Actually Built How the S&P 500 is built: size, liquidity, profits, committee judgment. Sector weights S&P 500 · Sector Weights — GICS Eleven-Sector Weight Distribution How much each of the eleven GICS sectors weighs in the index. Magnificent 7 Magnificent 7 · Equal-Weight — Magnificent 7 · Equal-Weight Index of the Seven The equal-weight M7 index against the S&P 500. Constituent changes S&P 500 · Constituent Changes — A Log of Additions and Deletions Who was added and removed, year by year.