{"schemaVersion":1,"ticker":"XLSR","asOf":"2026-10-30","desk":"core","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xlsr/","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, XLSR against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xlsr/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"XLSR","b":"VOO","window":{"from":"2019-04-12","to":"2026-10-30","firstReturn":"2019-04-18","weeklyReturns":394,"years":7.55,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.02849974,"perWeek":0.0005480718,"days":1889,"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":1.38343405,"b":1.91869638,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.12145837,"b":0.15184885,"edge":"VOO","lead":"VOO"},"price":{"a":1.14610219,"b":1.60736265,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.18314635,"b":0.18155738,"edge":"Tie"},"downsideDeviation":{"a":0.12816552,"b":0.12480278,"edge":"VOO (slight)","lead":"VOO"},"maxDrawdown":{"a":-0.30534648,"b":-0.31777419,"edge":"XLSR (slight)","lead":"XLSR","aPeak":"2020-02-14","aTrough":"2020-03-20","bPeak":"2020-02-14","bTrough":"2020-03-20"},"excess":{"a":0.10315599,"b":0.12964111,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.5632435,"b":0.71405034,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.80486541,"b":1.03876779,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.39777229,"b":0.47785142,"edge":"VOO","lead":"VOO"}},"relative":{"XLSR":{"on":"VOO","beta":0.99453656,"r2":0.97201452,"alpha":-0.02577683,"alphaT":-2.30162115,"alphaLow":-0.04779527,"alphaHigh":-0.00375838,"upsideCapture":0.96076189,"downsideCapture":1.01963593,"treynor":0.10372268,"trackingError":0.03065435,"informationRatio":-0.86399194,"upWeeks":223,"downWeeks":171,"treynorReference":0.12964111,"edges":{"beta":{"edge":"Tie","neutral":true},"r2":{"edge":"Good fit","neutral":true},"alpha":{"edge":"VOO","lead":"VOO"},"alphaRange":{"edge":null},"upsideCapture":{"edge":"VOO (slight)","lead":"VOO"},"downsideCapture":{"edge":"Tie"},"treynor":{"edge":"VOO","lead":"VOO"},"informationRatio":{"edge":null,"lead":"VOO","note":"one number for the pair: its sign says which side it favours"},"trackingError":{"edge":null,"neutral":true}}}},"sources":{"XLSR":{"kept":"2026-11-01","distributions":29,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-24","amount":0.124878,"vendor":0.114289}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":13,"agree":13},"vendor":{"weeks":394,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.38343405}},"VOO":{"kept":"2026-11-01","distributions":30,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[{"ex":"2020-03-10","amount":1.178,"vendor":1.120751}],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":394,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":1.91869638}}}}