SP500 Historical Monthly Total Returns

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Total Return data for beta calculation.

Transcript of SP500 Historical Monthly Total Returns

SP500-Historical-Monthly-Total-SortDateVolumeClose Price1 Month Capital Return12 Month Capital ReturnClose Value w/ Dividends1 Month Total Return12 Month Total Return101/197011,114,70085.02-85.28--202/197012,698,40089.505.27%-90.035.57%-303/197010,535,70089.630.15%-90.430.44%-404/197010,590,90081.52-9.05%-82.52-8.75%-505/197012,992,80076.55-6.10%-77.75-5.78%-606/197010,713,60072.72-5.00%-74.12-4.66%-707/197010,880,90078.057.33%-79.827.69%-808/197010,925,20081.524.45%-83.644.78%-909/197015,148,50084.303.41%-86.663.62%-1010/197012,358,60083.25-1.25%-85.94-0.83%-1111/197012,399,50087.204.74%-90.295.06%-1212/197015,846,80092.155.68%-95.685.98%-1301/197118,472,50095.884.05%12.77%99.824.32%17.05%1402/197120,444,20096.750.91%8.10%100.981.17%12.16%1503/197117,716,900100.313.68%11.92%104.963.94%16.07%1604/197119,955,700103.953.63%27.51%109.043.89%32.14%1705/197115,956,00099.63-4.16%30.15%104.78-3.91%34.77%1806/197114,500,00098.70-0.93%35.73%105.130.33%41.83%1907/197113,248,00095.58-3.16%22.46%101.06-3.87%26.60%2008/197115,043,10099.033.61%21.48%104.983.88%25.52%2109/197112,676,60098.34-0.70%16.65%104.51-0.44%20.60%2210/197113,894,70094.23-4.18%13.19%100.42-3.91%16.85%2311/197114,034,70093.99-0.25%7.79%100.440.02%11.25%2412/197117,805,400102.098.62%10.79%109.378.88%14.30%2501/197218,940,000103.941.81%8.41%111.622.06%11.82%2602/197219,829,000106.572.53%10.15%114.712.77%13.59%2703/197219,000,400107.200.59%6.87%115.660.83%10.19%2804/197219,107,500107.670.44%3.58%116.440.68%6.79%2905/197215,958,100109.531.73%9.94%118.741.97%13.32%3006/197214,880,400107.14-2.18%8.55%116.43-1.94%10.75%3107/197215,001,000107.390.23%12.36%116.980.48%15.76%3208/197216,055,200111.093.45%12.18%121.303.69%15.54%3309/197213,122,000110.55-0.49%12.42%120.99-0.25%15.76%3410/197215,125,000111.580.93%18.41%122.421.19%21.91%3511/197221,245,500116.674.56%24.13%128.324.81%27.75%3612/197219,593,600118.051.18%15.63%130.141.42%18.99%3701/197319,458,000116.03-1.71%11.63%128.20-1.49%14.86%3802/197317,691,500111.68-3.75%4.79%123.68-3.52%7.82%3903/197316,233,600111.52-0.14%4.03%123.780.08%7.03%4004/197314,640,500106.97-4.08%-0.65%119.04-3.83%2.23%4105/197315,884,000104.95-1.89%-4.18%117.11-1.63%-1.37%4206/197313,308,000104.26-0.66%-2.69%116.64-0.40%0.18%4307/197315,300,400108.223.80%0.77%121.384.07%3.76%4408/197312,390,800104.25-3.67%-6.16%117.24-3.41%-3.34%4509/197318,177,300108.434.01%-1.92%122.254.27%1.04%4610/197319,164,700108.29-0.13%-2.95%122.450.17%0.02%4711/197319,775,20095.96-11.39%-17.75%108.87-11.09%-15.16%4812/197320,392,50097.551.66%-17.37%111.021.98%-14.69%4901/197417,144,00096.57-1.00%-16.77%110.23-0.72%-14.02%5002/197414,236,30096.22-0.36%-13.84%110.15-0.07%-10.94%5103/197415,321,40093.98-2.33%-15.73%107.89-2.05%-12.84%5204/197412,630,90090.31-3.91%-15.57%104.02-3.59%-12.62%5305/197412,998,10087.28-3.36%-16.84%100.88-3.02%-13.86%5406/197412,867,50086.00-1.47%-17.51%99.73-1.14%-14.49%5507/197412,956,80079.31-7.78%-26.71%92.34-7.42%-23.93%5608/197413,469,50072.15-9.03%-30.79%84.36-8.64%-28.05%5709/197414,752,50063.54-11.93%-41.40%74.64-11.52%-38.94%5810/197417,214,70073.9016.30%-31.76%87.1916.81%-28.79%5911/197414,709,50069.97-5.32%-27.08%82.93-4.89%-23.82%6012/197416,005,70068.56-2.02%-29.72%81.64-1.56%-26.47%6101/197520,781,30076.9812.28%-20.29%92.0212.72%-16.52%6202/197523,221,00081.595.99%-15.20%97.896.38%-11.13%6303/197523,494,00083.362.17%-11.30%100.382.54%-6.97%6404/197521,336,80087.304.73%-3.33%105.495.10%1.41%6505/197522,864,70091.154.41%4.43%110.524.76%9.56%6606/197522,210,90095.194.43%10.69%115.804.77%16.10%6707/197520,737,20088.75-6.77%11.90%108.34-6.44%17.33%6808/197514,140,40086.88-2.11%20.42%106.43-1.76%26.17%6909/197513,697,10083.87-3.46%32.00%103.11-3.12%38.14%7010/197516,454,30089.046.16%20.49%109.856.53%25.99%7111/197517,456,80091.242.47%30.40%112.952.82%36.20%7212/197516,633,60090.19-1.15%31.55%112.03-0.81%37.23%7301/197632,111,400100.8611.83%31.02%125.6712.17%36.56%7402/197632,793,10099.71-1.14%22.21%124.61-0.84%27.30%7503/197623,787,800102.773.07%23.28%128.813.37%28.33%7604/197619,370,900101.64-1.10%16.43%127.81-0.78%21.15%7705/197618,638,500100.18-1.44%9.91%126.39-1.11%14.36%7806/197620,048,100104.284.09%9.55%131.994.43%13.99%7907/197619,456,600103.44-0.81%16.55%131.36-0.48%21.25%8008/197616,461,800102.91-0.51%18.45%131.12-0.18%23.19%8109/197620,450,000105.242.26%25.48%134.502.58%30.44%8210/197618,020,000102.90-2.22%15.57%132.00-1.86%20.16%8311/197619,902,500102.10-0.78%11.90%131.46-0.41%16.39%8412/197625,169,000107.465.25%19.15%138.845.61%23.93%8501/197724,978,000102.03-5.05%1.16%132.27-4.73%5.25%8602/197721,824,20099.82-2.17%0.11%129.86-1.82%4.21%8703/197719,617,30098.42-1.40%-4.23%128.50-1.05%-0.24%8804/197721,069,50098.440.02%-3.15%129.030.42%0.96%8905/197721,124,70096.12-2.36%-4.05%126.50-1.96%0.09%9006/197722,934,500100.484.54%-3.64%132.754.94%0.58%9107/197724,885,70098.85-1.62%-4.44%130.71-1.54%-0.49%9208/197719,683,90096.77-2.10%-5.97%128.85-1.42%-1.73%9309/197719,278,00096.53-0.25%-8.28%129.050.16%-4.06%9410/197720,501,90092.34-4.34%-10.26%124.02-3.90%-6.04%9511/197724,635,70094.832.70%-7.12%127.943.16%-2.67%9612/197722,596,60095.100.28%-11.50%128.900.75%-7.16%9701/197821,333,80089.25-6.15%-12.53%121.50-5.74%-8.14%9802/197820,439,40087.04-2.48%-12.80%119.04-2.03%-8.34%9903/197823,532,20089.212.49%-9.36%122.542.94%-4.64%10004/197836,422,50096.838.54%-1.64%133.609.02%3.54%10105/197836,582,70097.240.42%1.17%134.820.92%6.58%10206/197831,108,60095.53-1.76%-4.93%132.97-1.38%0.16%10307/197828,774,000100.685.39%1.85%140.725.83%7.66%10408/197839,078,200103.292.59%6.74%144.963.01%12.50%10509/197834,795,000102.54-0.73%6.23%144.49-0.32%11.97%10610/197832,957,20093.15-9.16%0.88%131.89-8.72%6.35%10711/197825,452,80094.701.66%-0.14%134.732.15%5.30%10812/197826,123,50096.111.49%1.06%137.371.96%6.57%10901/197929,366,30099.933.97%11.97%143.464.43%18.07%11002/197926,357,80096.28-3.65%10.62%138.85-3.21%16.65%11103/197930,898,600101.595.52%13.88%147.135.96%20.07%11204/197932,354,500101.760.17%5.09%148.060.63%10.82%11305/197929,729,00099.08-2.63%1.89%144.84-2.17%7.43%11406/197936,685,700102.913.87%7.73%151.144.35%13.67%11507/197934,052,300103.810.87%3.11%153.171.34%8.85%11608/197937,018,200109.325.31%5.84%162.015.77%11.76%11709/197939,467,800109.320.00%6.61%162.700.43%12.60%11810/197938,509,100101.82-6.86%9.31%152.29-6.40%15.46%11911/197932,577,600106.164.26%12.10%159.534.75%18.41%12012/197937,087,000107.941.68%12.31%162.942.14%18.61%12101/198055,642,700114.165.76%14.24%173.066.22%20.63%12202/198049,767,000113.66-0.44%18.05%173.05-0.01%24.63%12303/198043,442,300102.09-10.18%0.49%156.23-9.72%6.18%12404/198033,570,900106.294.11%4.45%163.454.62%10.40%12505/198038,082,800111.244.66%12.27%171.865.15%18.65%12606/198040,931,900114.242.70%11.01%177.303.16%17.30%12707/198048,926,300121.676.50%17.20%189.646.96%23.81%12808/198047,579,500122.380.58%11.95%191.551.01%18.24%12909/198052,285,700125.462.52%14.76%197.192.94%21.19%13010/198046,604,300127.471.60%25.19%201.182.02%32.11%13111/198056,797,200140.5210.24%32.37%222.6110.65%39.55%13212/198048,493,600135.76-3.39%25.77%215.90-3.02%32.50%13301/198147,460,900129.55-4.57%13.48%206.86-4.18%19.53%13402/198145,764,200131.271.33%15.49%210.461.74%21.62%13503/198155,705,000136.003.60%33.22%218.874.00%40.10%13604/198155,782,800132.81-2.35%24.95%214.64-1.93%31.32%13705/198147,850,500132.59-0.17%19.19%215.190.26%25.21%13806/198151,932,700131.21-1.04%14.85%213.84-0.63%20.61%13907/198145,338,600130.92-0.22%7.60%214.280.21%13.00%14008/198145,757,600122.79-6.21%0.34%201.91-5.77%5.41%14109/198147,611,400116.18-5.38%-7.40%191.96-4.93%-2.65%14210/198148,051,300121.894.91%-4.38%202.325.40%0.57%14311/198151,775,000126.353.66%-10.08%210.674.13%-5.36%14412/198145,465,900122.55-3.01%-9.73%205.27-2.56%-4.92%14501/198252,087,000120.40-1.75%-7.06%202.59-1.31%-2.07%14602/198253,475,200113.11-6.05%-13.83%191.26-5.59%-9.12%14703/198257,043,000111.96-1.02%-17.68%190.27-0.52%-13.07%14804/198256,413,800116.444.00%-12.33%198.874.52%-7.35%14905/198253,518,000111.88-3.92%-15.62%192.09-3.41%-10.74%15006/198253,445,900109.61-2.03%-16.46%189.20-1.50%-11.52%15107/198256,402,800107.09-2.30%-18.20%185.83-1.78%-13.28%15208/198279,960,400119.5111.60%-2.67%208.3912.14%3.21%15309/198276,697,600120.420.76%3.65%210.991.25%9.91%15410/1982102,066,100133.7211.04%9.71%235.2811.51%16.29%15511/198292,881,400138.533.60%9.64%244.784.04%16.19%15612/198278,372,200140.641.52%14.76%249.501.93%21.55%15701/198391,654,200145.303.31%20.68%258.773.72%27.73%15802/198389,431,500148.061.90%30.90%264.702.29%38.40%15903/198387,064,700152.963.31%36.62%274.483.69%44.26%16004/198394,631,000164.437.50%41.21%296.117.88%48.90%16105/198396,525,700162.39-1.24%45.15%293.53-0.87%52.81%16206/198393,189,500167.643.23%52.94%304.963.89%61.18%16307/198384,270,500162.56-3.03%51.80%295.96-2.95%59.26%16408/198377,705,600164.401.13%37.56%300.401.50%44.15%16509/198386,222,300166.071.02%37.91%304.551.38%44.34%16610/198389,241,900163.55-1.52%22.31%301.03-1.16%27.95%16711/198392,130,400166.401.74%20.12%307.382.11%25.57%16812/198391,461,900164.93-0.88%17.27%305.77-0.52%22.56%16901/1984110,912,800163.41-0.92%12.46%304.06-0.56%17.50%17002/1984101,281,000157.06-3.89%6.08%293.37-3.52%10.83%17103/198487,568,600159.181.35%4.07%298.451.73%8.73%17204/198489,513,500160.050.55%-2.66%301.280.95%1.75%17305/198491,883,600150.55-5.94%-7.29%284.60-5.54%-3.04%17406/198490,649,500153.181.75%-8.63%290.782.17%-4.65%17507/198483,290,900150.66-1.65%-7.32%287.17-1.24%-2.97%17608/1984112,364,300166.6810.63%1.39%318.8911.04%6.16%17709/198497,242,600166.10-0.35%0.02%318.970.02%4.73%17810/198495,744,300166.09-0.01%1.55%320.200.39%6.37%17911/198487,374,200163.58-1.51%-1.69%316.61-1.12%3.00%18012/198493,063,000167.242.24%1.40%324.952.63%6.27%18101/1985127,555,000179.637.41%9.93%350.277.79%15.20%18202/1985120,806,300181.180.86%15.36%354.561.22%20.86%18303/1985107,356,600180.66-0.29%13.49%354.800.07%18.88%18404/198599,699,000179.83-0.46%12.36%354.46-0.09%17.65%18505/1985112,929,000189.555.41%25.91%374.945.78%31.74%18606/1985111,110,000191.851.21%25.24%380.821.57%30.96%18707/1985117,603,100190.92-0.48%26.72%380.26-0.15%32.41%18808/198591,128,100188.63-1.20%13.17%377.01-0.85%18.23%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935,275,7001,406.82-2.18%9.85%4,707.77-1.96%11.97%44703/20073,205,736,8001,420.861.00%9.73%4,760.421.12%11.83%44804/20073,006,294,5001,482.374.33%13.10%4,971.294.43%15.24%44905/20073,104,253,6001,530.623.26%20.51%5,144.763.49%22.79%45006/20073,261,343,3001,503.35-1.78%18.35%5,059.29-1.66%20.59%45107/20073,564,664,2001,455.27-3.20%13.99%4,902.43-3.10%16.13%45208/20074,091,885,6001,473.991.29%13.05%4,975.911.50%15.13%45309/20073,196,581,5001,526.753.58%14.29%5,162.013.74%16.44%45410/20073,477,202,1001,549.381.48%12.44%5,244.121.59%14.56%45511/20074,317,578,5001,481.14-4.40%5.75%5,024.88-4.18%7.72%45612/20073,363,127,5001,468.36-0.86%3.53%4,990.02-0.69%5.49%45701/20084,925,982,3001,378.55-6.12%-4.15%4,690.71-6.00%-2.31%45802/20084,148,143,0001,330.63-3.48%-5.42%4,538.33-3.25%-3.60%45903/20084,661,172,0001,322.70-0.60%-6.91%4,518.73-0.43%-5.08%46004/20084,113,069,0001,385.594.75%-6.53%4,738.814.87%-4.68%46105/20084,039,814,7001,400.381.07%-8.51%4,800.191.30%-6.70%46206/20084,840,303,3001,280.00-8.60%-14.86%4,395.51-8.43%-13.12%46307/20085,923,937,2001,267.38-0.99%-12.91%4,358.56-0.84%-11.09%46408/20084,264,482,3001,282.831.22%-12.97%4,421.611.45%-11.14%46509/20086,900,428,5001,166.36-9.08%-23.60%4,027.61-8.91%-21.98%46610/20087,226,593,900968.75-16.94%-37.47%3,351.18-16.79%-36.10%46711/20086,199,530,000896.24-7.49%-39.49%3,110.72-7.18%-38.09%46812/20085,320,791,300903.250.78%-38.49%3,143.821.06%-37.00%46901/20095,844,561,500825.88-8.57%-40.09%2,878.84-8.43%-38.63%47002/20097,022,036,200735.09-10.99%-44.76%2,572.31-10.65%-43.32%47103/20097,633,306,300797.878.54%-39.68%2,797.638.76%-38.09%47204/20096,938,945,600872.819.39%-37.01%3,065.399.57%-35.31%47305/20096,883,268,000919.145.31%-34.36%3,236.845.59%-32.57%47406/20095,330,941,800919.320.02%-28.18%3,243.260.20%-26.21%47507/20095,080,675,400987.487.41%-22.08%3,488.577.56%-19.96%47608/20095,764,944,2001,020.623.36%-20.44%3,614.513.61%-18.25%47709/20095,633,064,2001,057.083.57%-9.37%3,749.333.73%-6.91%47810/20095,451,064,0001,036.19-1.98%6.96%3,679.68-1.86%9.80%47911/20094,443,852,5001,095.635.74%22.25%3,900.466.00%25.39%48012/20094,163,287,2001,115.101.78%23.45%3,975.741.93%26.46%48101/20105,071,601,5001,073.87-3.70%30.03%3,832.62-3.60%33.13%48202/20104,658,238,4001,104.492.85%50.25%3,951.433.10%53.61%48303/20104,702,951,7001,169.435.88%46.57%4,189.706.03%49.76%48404/20105,847,150,9001,186.691.48%35.96%4,255.891.58%38.84%48505/20106,626,699,4001,089.41-8.20%18.52%3,915.85-7.99%20.98%48606/20105,235,174,0001,030.71-5.39%12.12%3,711.05-5.23%14.42%48707/20104,704,026,6001,101.606.88%11.56%3,971.197.01%13.83%48808/20104,044,967,7001,049.33-4.74%2.81%3,792.09-4.51%4.91%48909/20103,993,981,4001,141.208.76%7.96%4,130.358.92%10.16%49010/20104,432,102,3001,183.263.69%14.19%4,287.303.80%16.51%49111/20104,354,084,2001,180.55-0.23%7.75%4,287.730.01%9.93%49212/20103,762,922,7001,257.646.53%12.78%4,574.156.68%15.05%49301/20114,816,605,0001,286.122.26%19.76%4,682.562.37%22.18%49402/20113,225,297,3001,327.223.20%20.17%4,843.173.43%22.57%49503/20114,046,691,7001,325.83-0.10%13.37%4,845.110.04%15.64%49604/20114,042,194,0001,363.612.85%14.91%4,988.522.96%17.21%49705/20114,114,534,2001,345.20-1.35%23.48%4,932.15-1.13%25.95%49806/20114,105,601,3001,320.64-1.83%28.13%4,849.78-1.67%30.68%49907/20114,308,168,0001,292.28-2.15%17.31%4,751.33-2.03%19.64%50008/20114,942,913,4001,218.89-5.68%16.16%4,493.23-5.43%18.49%50109/20115,104,933,8001,131.42-7.18%-0.86%4,177.36-7.03%1.14%50210/20114,874,946,6001,253.3010.77%5.92%4,633.9210.93%8.08%50311/20114,287,457,6001,246.96-0.51%5.63%4,623.68-0.22%7.84%50412/20113,667,346,6001,257.600.85%-0.00%4,670.981.02%2.12%50501/20124,182,808,0001,312.414.36%2.04%4,880.314.48%4.22%50602/20124,143,404,0001,365.684.06%2.90%5,091.344.32%5.12%50703/20123,980,752,2001,408.473.13%6.23%5,258.893.29%8.54%50804/20123,916,786,0001,397.91-0.75%2.52%5,225.88-0.63%4.76%50905/20124,158,095,9001,310.33-6.27%-2.59%4,911.80-6.01%-0.41%51006/20124,103,472,3001,362.163.96%3.14%5,114.184.12%5.45%

S&P500 Yearly Cap. & Tot. RetrnTotal Yearly ReturnsDate (last day of year)VolumeClose PriceCapital Year ReturnClose Value with DividendsTotal Year ReturnDividend ComponentDividend Component of Total Return12/197015,846,80092.15-95.68---12/197117,805,400102.0910.79%109.3714.30%3.51%24.57%12/197219,593,600118.0515.63%130.1418.99%3.36%17.70%12/197320,392,50097.55-17.37%111.02-14.69%2.68%18.22%12/197416,005,70068.56-29.72%81.64-26.47%3.25%12.28%12/197516,633,60090.1931.55%112.0337.23%5.68%15.26%12/197625,169,000107.4619.15%138.8423.93%4.78%19.97%12/197722,596,60095.1-11.50%128.90-7.16%4.35%60.72%12/197826,123,50096.111.06%137.376.57%5.51%83.84%12/197937,087,000107.9412.31%162.9418.61%6.30%33.86%12/198048,493,600135.7625.77%215.9032.50%6.73%20.71%12/198145,465,900122.55-9.73%205.27-4.92%4.81%97.64%12/198278,372,200140.6414.76%249.5021.55%6.79%31.49%12/198391,461,900164.9317.27%305.7722.56%5.28%23.43%12/198493,063,000167.241.40%324.956.27%4.87%77.68%12/1985138,908,500211.2826.33%428.0531.73%5.39%17.00%12/1986154,548,600242.1714.62%507.9518.66%4.04%21.67%12/1987186,222,200247.082.03%534.625.25%3.22%61.39%12/1988141,529,000277.7212.40%623.4116.61%4.21%25.33%12/1989167,968,000353.4027.25%820.9431.69%4.44%14.00%12/1990161,548,000330.22-6.56%795.46-3.10%3.45%111.30%12/1991209,637,600417.0926.31%1,037.8030.47%4.16%13.65%12/1992229,184,500435.714.46%1,116.937.62%3.16%41.45%12/1993270,900,000466.457.06%1,229.4310.07%3.02%29.95%12/1994314,656,600459.27-1.54%1,245.661.32%2.86%216.57%12/1995400,939,500615.9334.11%1,713.7537.58%3.47%9.23%12/1996451,853,800740.7420.26%2,107.2322.96%2.70%11.74%12/1997564,825,400970.4331.01%2,810.2733.36%2.36%7.06%12/1998722,756,8001,229.2326.67%3,613.4128.58%1.91%6.68%12/1999909,760,9001,469.2519.53%4,373.7321.04%1.52%7.20%12/20001,232,315,0001,320.28-10.14%3,975.53-9.10%1.03%11.37%12/20011,303,608,5001,148.08-13.04%3,503.00-11.89%1.16%9.73%12/20021,289,625,700879.82-23.37%2,728.82-22.10%1.27%5.73%12/20031,312,119,5001,111.9226.38%3,511.5728.68%2.30%8.03%12/20041,449,518,1001,211.928.99%3,893.6310.88%1.89%17.34%12/20052,057,125,2001,248.293.00%4,084.844.91%1.91%38.89%12/20062,462,849,0001,418.3013.62%4,730.0015.79%2.17%13.77%12/20073,363,127,5001,468.363.53%4,989.685.49%1.96%35.71%12/20085,320,791,300903.25-38.49%3,143.61-37.00%1.49%4.02%12/20094,163,287,2001,115.1023.45%3,975.7426.46%3.01%11.37%12/20103,762,922,7001,257.6412.78%4,574.1515.05%2.27%15.07%12/20113,667,346,6001,257.60-0.00%4,670.982.12%2.12%100.13%

Data References

Downloaded from:http://centraltendencies.com/2011/03/sp-500-total-returns/

References for Data

S&P 500 Total Return; Monthly Dividend Reinvest 1970-88 Then Daily (EOP)http://www.economagic.com/em-cgi/data.exe/fedstl/trsp500+1

Standard & Poor's - Indices S&P 500http://www2.standardandpoors.com/portal/site/sp/en/us/page.topic/indices_500/2,3,2,2,0,0,0,0,0,5,12,0,0,0,0,0.html

Historical S&P 500 Monthly Total Returnshttp://www2.standardandpoors.com/spf/xls/index/MONTHLY.xls

YCharts - S& 500 Monthly Return Historical Data View and Downloadhttp://ycharts.com/indicators/sp_500_monthly_return/historical_data