History of Market · The Chronicle of the U.S. Stock Market S&P 500
Gathering I · leaf 4 of 27
S&P 500 · Annualized Matrix

S&P 500 · Annualized Matrix — Annualized Return Matrix: Pick Any Buy and Sell Year

Holding Period Matrix — Compound annualized return matrix across all historical buy-and-sell year pairs, charting return convergence over time.

Each cell below the diagonal represents a historical holding horizon. The longer the holding period, the more annualized compound returns converge toward the long-term historical mean.

View the interactive chart Download raw JSON

What this page answers

This static page is built to answer searches for S&P 500 · Annualized Matrix. It summarizes the live dataset behind the Annualized Return Matrix: Pick Any Buy and Sell Year panel and links to the full interactive chart.

Each cell below the diagonal represents a historical holding horizon. The longer the holding period, the more annualized compound returns converge toward the long-term historical mean. 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

S&P 500 · Annualized Matrix — Annualized Return Matrix: Pick Any Buy and Sell Year1Y3Y5Y10Y15Y20Y25Y30Y19281933193819431948195319581963196819731978198319881993199820032008201320182023
Plate I.4 Each cell below the diagonal represents a historical holding horizon. The longer the holding period, the more annualized compound returns converge toward the long-term historical mean. 2026-09-05  ·  Showing 20 of 99

Latest Snapshot

Updated
2026-09-05
Latest value
7,718.62026-09-04
CAGR
+6.37%
Sample
1928-01-31 – 2026-09-04
Observations
1,185
Sample
1928-01-31 – 2026-09-04

Data & Source

GET /api/sp500/century.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.