Daily log returns of the Standard and Poor (S&P) 500 index

Source: R/exdex-package.R

Daily log returns of the S&P 500 index, that is, the log of the ratio of successive daily closing prices, from 3rd January 1990 to 9th October 2018.

sp500

Format

A vector of length 7250, created using zoo with an "index" attribute giving the date of the corresponding negated log return.

Source

Yahoo finance: https://finance.yahoo.com/quote/^SPX/history/