Not A Galaxy Cluster

This plot was created using daily returns of SP500 from 1st Jan, 1990 to 9th August, 2019. Comforting to see that 95% of points lie between the +/- 2% (the blue vertical lines in the plot). Although, 5th Aug 2019 was tough on the portfolio.

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Some more plots just for fun.

The points between the blue vertical lines cover 90% of the days

Data: Yahoo Finance, Adjusted Close

Last Updated: 10 August, 2019

# imports
import pandas as pd
from pandas_datareader import data
import altair as alt

def get_data(ticker, start, end):
    """ Download data and add daily returns """
    df = data.get_data_yahoo(ticker, start, end)
    df['returns'] = df['Adj Close'].pct_change()
    return df

def make_altair_plot(data, title, q=[.05, .95], width=800, height=600):
    """ Generates daily return scatter plot"""
    data = data.reset_index()[['Date', 'returns']]
    returns_chart = alt.Chart(data, width=100).mark_circle(size=8).encode(
        x=alt.X('returns:Q', title='Daily Returns (%)',
                axis=alt.Axis(format='%'),
                scale=alt.Scale(domain=[-0.10, 0.10])),
        y=alt.Y('jitter:Q', title=None, axis=None),
        tooltip=[alt.Tooltip('Date:T'),
                 alt.Tooltip('returns:Q', title='Return', format='%')],
        color=alt.Color('returns:Q',
                        scale=alt.Scale(scheme='blueorange'),
                        title='Returns'),
    ).transform_calculate(
        jitter='sqrt(-2*log(random()))*cos(2*PI*random())'
    ).properties(
        width=width, height=height,
        title=title
    ).interactive()

    # Get data and Plot
    df = get_data('SPY', '1990-01-01', '2019-02-01')
    make_altair_plot(df, 'S&P500 Returns between 1990-2019')