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S&P 500 · Multiplicative Contribution by Extreme Days

S&P 500 · Multiplicative Contribution by Extreme Days — The Multiplier Effect of Extreme Days: How Crucial Sessions Shape Long-Term Wealth

Extreme Day Multiplier Decomposition — Quantifying the multiplicative compounding impact of the best and worst outlier trading days on long-term terminal wealth.

The plate

S&P 500 · Multiplicative Contribution by Extreme Days — The Multiplier Effect of Extreme Days: How Crucial Sessions Shape Long-Term Wealth50D1,237%50D385%6,577D86%30D-70%30D-85%
Plate I.9 [Ex-post attribution, not timing advice] Long-term wealth compounds by multiplication, not addition. Trading days since 2000 are ranked by daily return into five groups — the best 50, the next 50, the ordinary days in between, the next-worst 30 and the worst 30 — and each group gets its own multiple; multiplied together they give what $1 has become today. Data through 2026-10-16

[Ex-post attribution, not timing advice] Long-term wealth compounds by multiplication, not addition. Trading days since 2000 are ranked by daily return into five groups — the best 50, the next 50, the ordinary days in between, the next-worst 30 and the worst 30 — and each group gets its own multiple; multiplied together they give what $1 has become today.

What this page answers

This static page is built to answer searches for S&P 500 · Multiplicative Contribution by Extreme Days. It summarizes the live dataset behind the The Multiplier Effect of Extreme Days: How Crucial Sessions Shape Long-Term Wealth panel and links to the full interactive chart.

[Ex-post attribution, not timing advice] Long-term wealth compounds by multiplication, not addition. Trading days since 2000 are ranked by daily return into five groups — the best 50, the next 50, the ordinary days in between, the next-worst 30 and the worst 30 — and each group gets its own multiple; multiplied together they give what $1 has become today. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.

View the interactive chart Download raw JSON

Data & Source

GET /api/sp500/daily-extremes.json — Canonical dataset endpoint.

Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.

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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.

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Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh each weekend. The timestamp shown on this page comes from the JSON payload.

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