S&P 500 return analyzer

The question

The same index looks like a completely different investment depending on the holding period you choose. A chart of the S&P 500 tells you almost nothing about that, because it shows one path and hides the distribution around it. I wanted a tool where you set the window and the holding period, and the return distribution falls out.

What it does

Point the controls at any span from 1928 to 2023 and everything recomputes on the fly.

• Price timeline. Daily closes for the selected window, on a linear or logarithmic axis. Log scale is the point: it puts 1930s moves and modern ones on a comparable footing. Axis tick spacing widens automatically from 1 to 2 to 5 to 10 years as the window grows, so labels never collide.
• Rolling multi-year returns. A bar chart of N-year total returns with N adjustable from 1 to 30. Each bar is one overlapping interval, green for gains and red for losses, with label density thinning itself as intervals multiply. Mean, median, and standard deviation draw as annotated reference lines when toggled.
• Distribution stats. Mean, median, standard deviation, IQR, min and max, and the 10th, 25th, 75th, and 90th percentiles for the returns in view.

Notes on the build

The app bundles no data. On startup it pulls the ^GSPC daily series live from Yahoo Finance through tidyquant, so there is nothing to download and nothing to go stale. That is a deliberate tradeoff: it costs an internet dependency and the occasional rate limit, and it buys an app that is always current and clones in one step.

Stack: R, Shiny, tidyquant, tidyverse, lubridate, ggplot2, plotly.

Skills demonstrated

R, Shiny, financial data analysis, rolling-window and total-return calculation, descriptive statistics, interactive data visualization, API-sourced data pipelines, UX decisions in analytical tools.