{"schemaVersion":1,"ticker":"SPY","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/spy/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-26","credit":"Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent","class":"mixed","license":"https://etfiq.com/license/","license_text":"Only the numbers in etfiq_fields are ETFIQ's, free to use with attribution: ETFIQ (etfiq.com). Every other number stays under its owner's terms: issuer_fields as the issuer published them, vendor_fields from an end-of-day data vendor.","fields_note":"Not yet classed field by field: only data ETFIQ computes is covered by its licence.","cite_as":"ETFIQ, Risk and return scorecard, SPY against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/spy/"},"benchmark":{"ticker":"VOO","name":"S&P 500 ® Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SPY","b":"VOO","window":{"from":"2010-09-17","to":"2026-10-23","firstReturn":"2010-09-24","weeklyReturns":840,"years":16.1,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01595492,"perWeek":0.0003068253,"days":4026,"series":"13-week Treasury bill, coupon equivalent, average of daily yields","source":"U.S. Department of the Treasury, Daily Treasury Bill Rates","url":"https://home.treasury.gov/resource-center/data-chart-center/interest-rates/TextView?type=daily_treasury_bill_rates"},"measures":{"total":{"a":7.95405825,"b":8.03978222,"edge":"Tie"},"annualised":{"a":0.14534036,"b":0.14601613,"edge":"Tie"},"price":{"a":5.75588941,"b":5.75870743,"edge":"Tie"},"volatility":{"a":0.15912041,"b":0.15916872,"edge":"Tie"},"downsideDeviation":{"a":0.10906366,"b":0.10928932,"edge":"Tie"},"maxDrawdown":{"a":-0.3181115,"b":-0.31777419,"edge":"Tie","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.13265061,"b":0.13325592,"edge":"Tie"},"sharpe":{"a":0.83364926,"b":0.83719918,"edge":"Tie"},"sortino":{"a":1.21626779,"b":1.21929507,"edge":"Tie"},"calmar":{"a":0.45688498,"b":0.45949652,"edge":"Tie"}},"relative":{"SPY":{"on":"VOO","beta":0.99936533,"r2":0.99933762,"alpha":-0.00052074,"alphaT":-0.50734775,"alphaLow":-0.00253534,"alphaHigh":0.00149386,"upsideCapture":0.99813279,"downsideCapture":0.99996923,"treynor":0.13273486,"trackingError":0.0040965,"informationRatio":-0.14776285,"upWeeks":495,"downWeeks":344,"treynorReference":0.13325592,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"Tie"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"Tie"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SPY":{"kept":"2026-10-26","distributions":64,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-20","amount":1.405559,"vendor":1.468475}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":840,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":7.95405825}},"VOO":{"kept":"2026-10-26","distributions":65,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":7,"agree":7},"vendor":{"weeks":840,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.03978222}}}}