Standard & Poor's 500 historical closing prices are downloadable from several sources, including the St. Louis Federal Reserve District Bank and Yahoo Finance. The return can be calculated for any date range by subtracting the final closing price from the initial closing price, then dividing by the initial closing price.
The S&P 500 is an market index tracked and maintained by the investment services company Standard & Poor's. The index is a composite of large market capitalization stocks selected by a committee from a list of companies that meet criteria for size and stock activity. The index is considered a accurate indicator of the performance of the U.S. economy as a whole, because of its very large sample of companies.