I am generating 100,000 paths of SPX out to 1 year using Euler discretization. I look at how S is distributed for 100,000 paths at the 1 year point and I find it is lognormally distributed. I look at the distribution of the return of S for 100,000 paths between the two points S(0) and S(t), where t is 1 year, I find that the return is not normally distributed. The return is significantly left skewed. Shouldn't the return be normally distributed?