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/spx_refresh/build_weekly_payload.py build_data/spx_refresh/build_weekly_workbook.mjs build_data/spx_refresh/validate_weekly_workbook.mjs
Provenance	spx_returns_weekly.xlsx is rebuilt provider-free from the registered spx_data_daily.xlsx through a 2026-06-30 market-data cutoff. Fully covered W-FRI returns run through 2026-06-26 and use each series’ own valid weekly-close calendar, preventing weekend Bitcoin observations from suppressing weekday ETF returns. The static 503-name universe is preserved separately as reviewed on 2026-07-11. Final workbook authoring and validation use artifact_tool. The drw-lineage alias sheets remain in spx_returns_weekly_legacy_2025.xlsx.

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)

• Risk Metrics — Risk and Return (Solutions)

• Unconstrained Optimization — Risk and Return (Solutions)

• VaR of Equity Portfolio — Dynamics (Exercises)

• VaR of Equity Portfolio — Dynamics (Solutions)

• Compensated Risk — The CAPM (Exercises)

• Single-Stock Factor Pricing — Multifactor Pricing Models (Exercises)

• Portfolio Construction — Projects (Project Briefs)

Files in this book

• spx_returns_daily.xlsx

• spx_returns_single_names.xlsx

• spx_returns_weekly.xlsx

• spx_returns_weekly_legacy_2025.xlsx