Information on past annual returns for the Standard and Poor's 500 index is available on the New York University's Stern School of Business website. This includes the index's annual returns for years dating as far back as 1928 as well as the arithmetic and geometric average returns over various durations.
The Stern School also provides the returns for three-month Treasury bills and 10-year Treasury bonds for comparative purposes, as these are often used in conjunction with the S&P 500 in the capital asset pricing model. The data from the Stern School is also available in Excel form. Moneychimp also provides this data along with a compound annual growth rate calculator for custom periods of time that allows users to adjust for inflation, exclude dividends and view the standard deviation of returns.