While price data is easily available, total return data is a bit difficult to find free/open sources for. I am not looking for some massive data set that goes back to Galilean times, or covers small caps in tiny economies. I just need last 50 years or so of US S&P 500 or similar large cap stocks.


I think you are searching for "Dividend Yield", which can be added to any gains or losses to give the total return.



For "total return" maybe you mean "earnings yield"



  • Thank you, but Total Return is a very precise term that simulates dividend reinvestment (promptly upon distribution). It looks just like a price series but the calculation requires precision due to the volatility of equity prices. Nov 12 '18 at 9:22

Robert Shiller has monthly total returns of the S&P 500 going back to 1871 on his website at Yale: http://www.econ.yale.edu/~shiller/data.htm

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