S&P 500 (SP500)
U.S. Large-Cap Stocks
- This plot shows the mean annualized return for all 1-3 year periods.
- The blue line is for the nominal index values.
- The orange line is for the real (inflation-adjusted) index values.
- This plot shows the mean annualized return for all 3-5 year periods.
- The blue line is for the nominal index values.
- The orange line is for the real (inflation-adjusted) index values.
- This plot shows the mean annualized return for all 5-7 year periods.
- The blue line is for the nominal index values.
- The orange line is for the real (inflation-adjusted) index values.
- This plot shows the mean annualized return for all 7-10 year periods.
- The blue line is for the nominal index values.
- The orange line is for the real (inflation-adjusted) index values.
- This plot shows the Max Drawdown and Pullup for 3-year rolling windows.
- Max Drawdown is shown in red. It is the loss between the current index-value and the max index-value for the preceding 3 years.
- Max Pullup is shown in green. It is the gain between the current index-value and the min index-value for the preceding 3 years.
- Data from some plots can be copied into probability distributions that can be used in simulations. For example, the mean annualized return can be used as the discount rate in present value simulations. Look for the button next to the plot. You can also select a subset of the data by clicking and dragging on the plot.
- You should not blindly assume that the past stock-index returns will continue into the future. Although the same formulas that govern the returns on a single stock can also be used for an entire stock-index, it requires more detailed data that is often difficult and expensive to obtain for stock-indexes.
- The index-level is not shown here because it is often copyrighted and requires a special license to show. It is also not very informative by itself. So we only show our own calculations that are more useful.