Remapping S&P 500 Performance Since 1871

One of our most popular posts ever maps the best, worst and average rates of return for investments placed in the S&P 500, or its predecessor indices and companies, since 1871. Today, we're updating that post as well as our model of those returns!

To do that, we calculated every non-inflation adjusted rate of return for various holding periods of time ranging from 1 to 130 years in duration, beginning with January 1871 and ending in May 2009, the last full month for which we have this data, on a rolling basis. We then determined the best and worst compound annual rates of return for all of these periods, as well as the average rate of return for all of the holding periods we considered. Our source data is available here.

But wait, that's not all! We went the extra mile and rebuilt our mathematical models of the best and worst nominal rates of return for all holding periods running between 1 and 130 years in length using ZunZun, significantly improving their accuracy!

But we weren't finished yet.... For us, a new mathematical model means a new tool to create, so we whipped one up:

Duration of Investing Period Input Data Values Holding Period [years]		Compound Annualized Rates of Return Approximated Results Values Best Rate of Return Average Rate of Return Worst Rate of Return