{"schemaVersion":1,"ticker":"SSUS","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/ssus/","methodology":"https://etfiq.com/methodology/","as_of":"2026-10-30","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, SSUS against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/ssus/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"SSUS","b":"VOO","window":{"from":"2020-01-24","to":"2026-10-30","firstReturn":"2020-01-31","weeklyReturns":353,"years":6.77,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02954256,"perWeek":0.0005681262,"days":1694,"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":1.34678428,"b":1.53744206,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.1338979,"b":0.14702029,"edge":"VOO (slight)","lead":"VOO"},"price":{"a":1.25623714,"b":1.30046684,"edge":"VOO (slight)","lead":"VOO"},"volatility":{"a":0.16029248,"b":0.18854655,"edge":"SSUS","lead":"SSUS"},"downsideDeviation":{"a":0.11128943,"b":0.13017511,"edge":"SSUS","lead":"SSUS"},"maxDrawdown":{"a":-0.2283105,"b":-0.31777419,"edge":"SSUS","lead":"SSUS","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.10917187,"b":0.12568873,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.68107915,"b":0.66661909,"edge":"SSUS (slight)","lead":"SSUS"},"sortino":{"a":0.98097246,"b":0.96553585,"edge":"Tie"},"calmar":{"a":0.58647281,"b":0.4626565,"edge":"SSUS","lead":"SSUS"}},"relative":{"SSUS":{"on":"VOO","beta":0.81025278,"r2":0.90834733,"alpha":0.00733222,"alphaT":0.39143962,"alphaLow":-0.02950773,"alphaHigh":0.04417217,"upsideCapture":0.84534774,"downsideCapture":0.93085824,"treynor":0.13473803,"trackingError":0.06028955,"informationRatio":-0.273959,"upWeeks":199,"downWeeks":154,"treynorReference":0.12568873,"edges":{"beta":{"edge":"Lower beta","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"Not significant"},"alphaRange":{"edge":"Includes zero"},"upsideCapture":{"edge":"VOO","lead":"VOO"},"downsideCapture":{"edge":"SSUS (slight)","lead":"SSUS"},"treynor":{"edge":"SSUS (slight)","lead":"SSUS"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"SSUS":{"kept":"2026-11-01","distributions":6,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":353,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.34678428}},"VOO":{"kept":"2026-11-01","distributions":27,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":353,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.53744206}}}}