This is a great interactive exhibit which examines market and economic data for nearly 100 years of US presidential terms and shows a consistent upward march for US equities regardless of the administration in place. You can select a president and see a break down of unemployment, GDP and the stock market. We have attached a link to a web based resource as well as a PDF for download.
Explore the following link and PDFs related to this post.
The Blog Post on Dimensional Fund Advisors