{"schemaVersion":1,"ticker":"XTR","asOf":"2026-10-30","desk":"alternatives","cite":{"publisher":"ETFIQ","page":"https://etfiq.com/funds/xtr/","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, XTR against its benchmark, data as of 2026-10-30, https://etfiq.com/funds/xtr/"},"benchmark":{"ticker":"VOO","name":"S&P 500 Index","tier":1,"kind":"index","basisOnPage":"total","basisHere":"total"},"kind":"benchmark","a":"XTR","b":"VOO","window":{"from":"2021-09-03","to":"2026-10-30","firstReturn":"2021-09-10","weeklyReturns":269,"years":5.16,"short":false,"weekEnding":"2026-11-01"},"riskFree":{"rate":0.03827888,"perWeek":0.0007361323,"days":1288,"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":0.5397422,"b":0.79472069,"edge":"VOO","lead":"VOO"},"annualised":{"a":0.08701442,"b":0.11969507,"edge":"VOO","lead":"VOO"},"price":{"a":0.03196035,"b":0.66793096,"edge":"VOO","lead":"VOO"},"volatility":{"a":0.13664306,"b":0.16042452,"edge":"XTR","lead":"XTR"},"downsideDeviation":{"a":0.0920461,"b":0.10751342,"edge":"XTR","lead":"XTR"},"maxDrawdown":{"a":-0.20333283,"b":-0.23914698,"edge":"XTR","lead":"XTR","aPeak":"2021-12-31","aTrough":"2022-10-14","bPeak":"2021-12-31","bTrough":"2022-09-30"},"excess":{"a":0.05450886,"b":0.08771513,"edge":"VOO","lead":"VOO"},"sharpe":{"a":0.39891423,"b":0.54676887,"edge":"VOO","lead":"VOO"},"sortino":{"a":0.59219087,"b":0.81585292,"edge":"VOO","lead":"VOO"},"calmar":{"a":0.42794081,"b":0.5005084,"edge":"VOO","lead":"VOO"}},"relative":{"XTR":{"on":"VOO","beta":0.82800334,"r2":0.94499716,"alpha":-0.01811956,"alphaT":-1.27991403,"alphaLow":-0.04599284,"alphaHigh":0.00975372,"upsideCapture":0.80305779,"downsideCapture":0.93332465,"treynor":0.06583169,"trackingError":0.04228854,"informationRatio":-0.78523092,"upWeeks":148,"downWeeks":121,"treynorReference":0.08771513,"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":"XTR (slight)","lead":"XTR"},"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":{"XTR":{"kept":"2026-11-01","distributions":10,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"vendor":{"weeks":269,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.5397422}},"VOO":{"kept":"2026-11-01","distributions":21,"addedFromRecord":[],"notInVendorSeries":[],"vendorAmountDiffers":[],"vendorStepsWithoutDistribution":[],"issuerCloses":{"compared":11,"agree":11},"vendor":{"weeks":269,"beyond":0,"tolerance":0.0005,"worst":0.0,"vendorTotal":0.79472069}}}}