download.SP500PriceReturns {PerformanceAnalytics} | R Documentation

## download S & P Prices and calculate S & P returns

### Description

This function downloads daily/monthly S & P 500 prices using `get.hist.quote` for "^gspc" and calculate S & P returns using `CalculateReturns`

### Usage

    download.SP500PriceReturns(start = "1998-01-01", end = NULL, compression=c("m","d"), method=c("compound","simple"))

### Arguments

`start` | start date in YYYY-mm-dd format, default "1998-01-01"
`end` | end date in YYYY-mm-dd format
`compression` | "m" for monthly returns and "d" for daily returns, default monthly, as passthru to `get.hist.quote`
`method` | "simple" or "compound" as a passthru to `CalculateReturns`, default compound

### Value

matrix of simple or compound returns on the S & P 500 at the daily/monthly scale specified

### Author(s)

Peter Carl

### See Also

`CalculateReturns`
`download.RiskFree`
`get.hist.quote`

### Examples

    sp500 = download.SP500PriceReturns(start = "1996-12-31", end = "2007-01-01")
    class(sp500)
    head(sp500)

[Package PerformanceAnalytics version 0.9.5 Index]