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 — Risk and Return (Discussion)

• Constrained Optimization — Risk and Return (Exercises)

• Risk Metrics — Risk and Return (Exercises)

• Unconstrained Optimization — Risk and Return (Exercises)

• Factor VaR for a Long-Short Equity Book — Dynamics (Discussion)

• VaR of Equity Portfolio — Dynamics (Exercises)

• Compensated Risk — The CAPM (Exercises)

• Single-Stock Factor Pricing — 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