# `spx_returns_{SAMPLING}.xlsx`

S&P 500 member excess/total returns with sector ETF, benchmark, and rates panels from Bloomberg; daily, weekly, and single-names samplings.

| | |
|---|---|
| **Source** | **BB** — Bloomberg Terminal |
| **Years** | 2015-2026 |
| **Frequency** | per sampling (D/W) |
| **Vintage** | Rolling — refreshed by re-running the builder |
| **Rebuild** | `build_data/Build BB - SPX Stocks.ipynb` |

## Used in this book

- [MV of S&P500](../discussions/MV%20of%20S&P500.ipynb) — Risk and Return (Discussion)
- [Constrained Optimization](../exercises/Constrained%20Optimization.ipynb) — Risk and Return (Exercises)
- [Risk Metrics](../exercises/Risk%20Metrics.ipynb) — Risk and Return (Exercises)
- [Unconstrained Optimization](../exercises/Unconstrained%20Optimization.ipynb) — Risk and Return (Exercises)
- [Factor VaR for a Long-Short Equity Book](../discussions/Factor%20VaR%20for%20a%20Long-Short%20Equity%20Book.ipynb) — Dynamics (Discussion)
- [VaR of Equity Portfolio](../exercises/VaR%20of%20Equity%20Portfolio.ipynb) — Dynamics (Exercises)
- [Compensated Risk](../exercises/Compensated%20Risk.ipynb) — The CAPM (Exercises)
- [Single-Stock Factor Pricing](../exercises/Single-Stock%20Factor%20Pricing.ipynb) — Multifactor Pricing Models (Exercises)

## Files in this book

- `spx_returns_daily.xlsx`
- `spx_returns_single_names.xlsx`
- `spx_returns_weekly.xlsx`
- `spx_returns_weekly_legacy_2025.xlsx`