{"schemaVersion":1,"ticker":"SPYG","asOf":"2026-10-26","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/spyg/","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, SPYG against its benchmark, data as of 2026-10-26, https://etfiq.com/funds/spyg/"},"benchmark":{"ticker":"IVW","name":"S&P 500 Growth Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SPYG","b":"IVW","window":{"from":"2000-10-13","to":"2026-10-23","firstReturn":"2000-10-20","weeklyReturns":1358,"years":26.03,"short":false,"weekEnding":"2026-10-25"},"riskFree":{"rate":0.01771326,"perWeek":0.0003406396,"days":6207,"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":6.34694658,"b":8.46952897,"edge":"IVW","lead":"IVW"},"annualised":{"a":0.07935578,"b":0.08989631,"edge":"IVW","lead":"IVW"},"price":{"a":4.57292772,"b":5.90251612,"edge":"IVW","lead":"IVW"},"volatility":{"a":0.19734335,"b":0.17987726,"edge":"IVW (slight)","lead":"IVW"},"downsideDeviation":{"a":0.13969441,"b":0.12601769,"edge":"IVW (slight)","lead":"IVW"},"maxDrawdown":{"a":-0.6472479,"b":-0.49151356,"edge":"IVW","lead":"IVW","aPeak":"2000-10-20","aTrough":"2009-03-06","bPeak":"2000-11-03","bTrough":"2009-03-06"},"excess":{"a":0.07830729,"b":0.08469937,"edge":"IVW (slight)","lead":"IVW"},"sharpe":{"a":0.39680734,"b":0.47087315,"edge":"IVW","lead":"IVW"},"sortino":{"a":0.56056138,"b":0.67212285,"edge":"IVW","lead":"IVW"},"calmar":{"a":0.12260493,"b":0.1828969,"edge":"IVW","lead":"IVW"}},"relative":{"SPYG":{"on":"IVW","beta":1.05274413,"r2":0.92077431,"alpha":-0.01085948,"alphaT":-0.9965909,"alphaLow":-0.03223555,"alphaHigh":0.01051659,"upsideCapture":1.04193116,"downsideCapture":1.03161339,"treynor":0.07438397,"trackingError":0.05635077,"informationRatio":-0.11343381,"upWeeks":776,"downWeeks":579,"treynorReference":0.08469937,"edges":{"beta":{"edge":"Higher beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"SPYG (slight)","lead":"SPYG"},"downsideCapture":{"edge":"IVW (slight)","lead":"IVW"},"treynor":{"edge":"IVW","lead":"IVW"},"informationRatio":{"edge":null,"lead":"IVW","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SPYG":{"kept":"2026-10-26","distributions":104,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":9,"agree":9},"vendor":{"weeks":1358,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":6.34694658}},"IVW":{"kept":"2026-10-26","distributions":105,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":1358,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":8.46952897}}}}