Go to Standard & Poors:
- Click on Indices
- Click on S&P 500
- Choose Data: Total Return
- Cursor down to S&P 500 historical returns.
You will find monthly and annual total returns back to 1988.
Use the Datastream which can be accessed from the Library PCs (through LSEG Workspace). The code for the S&P500 is S&PCOMP. Datastream presents total return as an index; use the datatype RI.
