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Risk Dimensions · Sovereign Fiscal Monitor

U.S. federal debt, the maturity stack, and the compounding divergence we live inside.
Stocks (Total Return) Up 730x. The Economy Up 59x. Since 1960.

Since 1960, the S&P 500 with dividends reinvested has compounded roughly 730x (+73,000%) and M2 money supply 76x, while nominal GDP, the economy those equities are supposed to mirror, grew just 59x.

The sharp deviation in equity returns is not by accident. It is intentional. One part government funding, one part technological innovation. The result? A financial economy that is growing faster than the real economy.

Macro Compounding: GDP, M2 & US Equities

S&P 500 total return · indexed to 1960-Q1 · quarterly

The series opens on 1960–1980, before the great asset inflation. Press continue to roll it forward and watch equities tear away from the economy.

Growth percentage since 1960-Q1 (1960 = 0%). US Equities = S&P 500 total return (dividends reinvested monthly), reconstructed from Robert Shiller's monthly S&P price + dividend series (back to 1871). M2 = M2SL (last monthly value in each quarter). GDP = nominal quarterly. Sources: Shiller / datahub.io, FRED.

S&P 500 total return M2 GDP US recession (NBER)
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QuarterGDP %M2 %Equities %

Who that rising water table lifts, and who it leaves behind:

This is debasement read off a price chart. The Third Mandate, keep the sovereign solvent, quietly subordinates price stability, so base money keeps expanding and every financial asset floats up on it. The One Water Table: you think you hold diversified claims, but they all sit on the same monetary aquifer. Raise the water and every boat lifts, not because the cargo got more valuable, but because the yardstick got shorter. Press continue above and watch equities tear away from GDP after 2009, when the water table began rising in earnest.

U.S. Fiscal Snapshot

Phase 1 (US federal core) · daily debt & long arc fetched live from fiscaldata.treasury.gov · derived series snapshotted from sovereign.* views
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The lock doesn't pause for rallies.  $39 trillion, roughly $1 trillion every 100 days. Interest cost now above defense spending. The MOVE at 70 is not a clearing signal; bond vol asleep while duration bleeds is orderly distribution, not stability. The math doesn't care who runs the Fed.

Series Explorer: Build Your Own (live)

Pick any sovereign / fiscal series by category, set frequency and range, and compare. Live from data.riskdimensions.io/api/sovereign. Monthly data rolls up to Q/A by the right rule (levels = period-end value, flows = sum); only completed periods show unless YTD is on. Mixed units? Switch to Index 100 to compare trajectories on one axis.

Category
Series
Frequency
Scale
Current period (flows)
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Show data table (partial/YTD rows marked *)

Federal Debt: The Long Arc (1790→)

Historical Debt Outstanding · annual

Live from fiscaldata · fiscal-year-end debt back to the founding. Linear by default; the vertical wall of recent debt is the point. Switch to Log to see both 1790 ($71M) and today ($39T) on one axis.

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Show data table (newest first · Year · Debt)
FYDebt Outstanding ($)

The Compounding Divergence

What we are compounding

Federal debt vs. wages vs. home prices (Case-Shiller), each rebased to 100 at 2000. You cannot out-volume a compounding gap.

Federal debt Home prices (Case-Shiller) Wages (avg hourly)
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YearDebt idxWage idxHome idx Debt YoYWage YoYHome YoY Debt 20yWage 20yHome 20y

Real vs Financial: Industrial Production vs Debt, Money & Output

Each series indexed to 100 at 1994 · annual · live

Federal debt, M2 and nominal GDP against Industrial Production, the index of what America physically makes, all rebased to 100 at 1994 (first full year of debt-to-the-penny). The financial aggregates compound; physical output is the flat line. The compounding divergence, told from the real economy's side. Live from data.riskdimensions.io/api/sovereign/series (INDPRO_US, DEBT_TOTAL, M2_US, GDP_US).

Industrial Production Federal debt M2 Nominal GDP

Real Yields - The Inflation-Adjusted Curve

US 2Y and 10Y real yields · monthly · live

The real cost of sovereign funding. 10Y real yield uses FRED DFII10 where available, with US10Y minus 10Y breakeven as fallback. 2Y real yield is a proxy: US2Y minus Cleveland Fed 2Y expected inflation.

2Y real yield proxy 10Y real yield 2Y minus 10Y real slope

The Maturity Stack: Where We Issue

Marketable Treasury debt by remaining maturity

Marketable Treasury securities by remaining maturity. Short-end concentration is the fiscal-dominance tell. Pick one period, or add a second to compare. Each period uses the latest monthly statement (MSPD) in or before the selected year; live from fiscaldata, cached.

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The Maturity Stack: Over Time

Detailed Version

Marketable Treasury debt by maturity · multi-year overlay

Scope: marketable Treasury securities only (Bills, Notes, Bonds, TIPS, FRN), the debt that gets auctioned, traded, and rolled in the market. Excludes non-marketable intragovernmental holdings (Social Security trust fund, Medicare, federal employee retirement). The shift between buckets is the fiscal-dominance signal: terming out vs rolling the front end. Picks the latest monthly statement in or before each selected year. MSPD coverage starts 2001; 30Y back is not available. Live from fiscaldata; years are fetched on demand and cached.

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Show data (rows = bucket, columns = selected years, $ trillions)

On Debt: A Longer Memory

Risk Dimensions · Sovereign Fiscal Monitor · Phase 1 (US federal core). Daily debt and long-arc charts pull live from fiscaldata.treasury.gov (CORS-enabled, no API key). Derived series (compounding, debt/GDP, maturity) via data.riskdimensions.io/api/sovereign. Public preview. Substack-gated access (same tier model as the Global Scorecard) coming soon.
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