Seasonality

S&P 500 daily returns by day of week, day of month, calendar month, and quarter.
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Trading Days
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% Positive Days
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Share of sessions that closed higher
Best Day of Week
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Best Month
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Average daily return by day of week

Average daily return by day of month

Average monthly return by calendar month

Return each calendar month, averaged across every year.

Average quarterly return

Return each calendar quarter, averaged across every year.

Monthly returns by year

Darker green/red = larger positive/negative return. Source: Yahoo Finance daily close history for ^GSPC, recomputed once daily after the close. Price return only (dividends not included).