Historical returns on S&P 500 stocks are available on the website for New York University Stern School of Business, as of 2015. The chart lists returns for the index from 1928 through 2014 and compares the stock returns to the three-month Treasury bill and the 10-year Treasury bond.
The data includes the compounded value of the S&P 500 stock index based on $100 and compares the value to the T-bill and T-bond values, notes NYU Stern. The chart provides the arithmetic and geometric averages for the stock index, and the T-bill and the T-bond from 1928 to 2014, 1965 to 2014, and 2005 to 2014. The data also includes the risk premiums for the same time frames, with stock-to-bill and stock-to-bond comparisons.