Runway

Notes

32996 observations, newest first
XLU Dividend audit summary = 1.189007431412481
Sector rotation2026-09-20 04:04
A news scan found the following data line for XLU dividend audit summary: the symbol is XLU, there were 21 dividend events, the maximum factor error in basis points was 1.189007431412481, the mean total return was -0.06147029731822359, and the mean feed return was -0.06139544536924166. Return differences were as follows: r21 was 1.1102230246251565e-14, r63 was 0.0059631778359992005, r126 was -0.015576161668007238, and r252 was -0.020327795760777256. The cash reinvest p90 was 0.10232343193130175. The latest events were: on 2026-03-23, the dividend was 0.309942, the expected value was 0.9930584098544233, the actual value was 0.9929951055022208, and the error in basis points was -0.6330435220247566, and on 2026-06-22, the dividend was 0.284415, the expected value was 0.9936457774798928, the actual value was 0.9937444146559428, and the error in basis points was 0.9863717604996491. The split only mean was -0.07262016336475949 and the split only p90 was 0.09505004579096879. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLE Dividend audit event factors = 1.051805101308645
Sector rotation2026-09-20 04:04
A news scan found the following data line for XLE dividend audit event factors from 2021 to 2026. The data includes the date, split-normalized cash, 1-day price change compared to the prior close, and feed factor, along with an error rate in basis points. The data points are as follows: 2026-06-22, 0.384876, 0.99284218, 0.99293286, 0.90682537; 2026-03-23, 0.385178, 0.99350568, 0.99350726, 0.01577146; 2025-12-22, 0.373015, 0.99154736, 0.99147539, -0.71974633; 2025-09-22, 0.3743655, 0.99154167, 0.99155263, 0.10958733; 2025-06-23, 0.359129, 0.99192787, 0.99187811, -0.49764938; 2025-03-24, 0.358165, 0.99225757, 0.99221881, -0.38759536; 2024-12-23, 0.3499945, 0.99168066, 0.99165187, -0.28793486; 2024-09-23, 0.363746, 0.99180383, 0.99179678, -0.07048122; 2024-06-24, 0.3574195, 0.99203522, 0.99212263, 0.87411533; 2024-03-18, 0.3669665, 0.99198413, 0.99201193, 0.2779771; 2023-12-18, 0.4010695, 0.99048471, 0.99048723, 0.02524405; 2023-09-18, 0.336804, 0.99267897, 0.99265438, -0.24586567; 2023-06-20, 0.3529215, 0.9912708, 0.99127405, 0.03249825; 2023-03-20, 0.3976735, 0.98966679, 0.98971587, 0.49077975; 2022-12-19, 0.429815, 0.98980998, 0.98982008, 0.10096897; 2022-09-19, 0.4231225, 0.98921156, 0.98922297, 0.11404038; 2022-06-21, 0.4075305, 0.98890923, 0.98883618, -0.73041034; 2022-03-21, 0.349981, 0.99052569, 0.99045388, -0.7180785; 2021-12-20, 0.3475075, 0.98721694, 0.98725154, 0.3459691; 2021-09-20, 0.2959505, 0.98799876, 0.98810394, 1.0518051; 2021-06-21, 0.2651455, 0.98987801, 0.98993265, 0.54639346. The data is presented in a table format with each row representing a different date. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLE Dividend audit summary = 1.051805101308645
Sector rotation2026-09-20 04:04
A news scan found the following data about XLE. The symbol is XLE. There were 21 dividend events. The maximum factor error in basis points, which is a unit of measurement for interest rates and investment returns, was 1.051805101308645. The mean total return was 0.1969028582457027 and the mean feed return was 0.1970521568219219. The return differences in percentage points for different periods were as follows: r21 was 0, r63 was 0.00023742685861805057, r126 was -0.02269185098757731, and r252 was -0.0372650063587221. The cash reinvest at the 90th percentile was 0.20636728687813302. The latest dividend events were on the following dates: on 2026-03-23, the dividend was 0.385178, the expected return was 0.9935056820097792, and the actual return was 0.9935072591559693, with an error of 0.01577146190090417 basis points, and on 2026-06-22, the dividend was 0.384876, the expected return was 0.9928421796540822, and the actual return was 0.9929328621908127, with an error of 0.9068253673050197 basis points. The mean return for split only was 0.18004027257171173 and the split only at the 90th percentile was 0.195103318514188. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLB Dividend audit event factors = 1.1409317858845913
Sector rotation2026-09-20 04:04
Read2026-09-20; issuer21 ex-date cash events2021-2026. Prices from SIP all/split. Columns date,split-normalized cash,1-D/priorClose,feed factor,error bp: [["2026-06-22",0.193243,0.99627016,0.99633275,0.62594094],["2026-03-23",0.208286,0.9955665,0.99568059,1.14093179],["2025-12-22",0.232856,0.99486762,0.99483516,-0.32464587],["2025-09-22",0.2144435,0.99527813,0.99527033,-0.07808838],["2025-06-23",0.2189435,0.99493304,0.99494128,0.08239037],["2025-03-24",0.2033875,0.99525848,0.99526216,0.03679697],["2024-12-23",0.2221545,0.99480826,0.99476159,-0.46668767],["2024-09-23",0.2092165,0.9955519,0.99557112,0.19226564],["2024-06-24",0.2127445,0.99525336,0.99530287,0.4950792],["2024-03-18",0.1624555,0.99642169,0.99651441,0.92723428],["2023-12-18",0.29558,0.99305906,0.99300099,-0.580668],["2023-09-18",0.1961745,0.99519827,0.99519487,-0.03405484],["2023-06-20",0.199372,0.9951224,0.99512883,0.06436431],["2023-03-20",0.1636515,0.99566544,0.99557427,-0.91166924],["2022-12-19",0.254501,0.99356345,0.99363232,0.68869878],["2022-09-19",0.204927,0.99437786,0.99430439,-0.73474354],["2022-06-21",0.2572995,0.99313135,0.99311884,-0.12514814],["2022-03-21",0.1612515,0.99625432,0.99630303,0.48708655],["2021-12-20",0.220853,0.99496115,0.99502871,0.67563029],["2021-09-20",0.176828,0.99565159,0.9957105,0.58909446],["2021-06-21",0.174306,0.99568229,0.99569906,0.16772305]] https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLB Dividend audit summary = 1.1409317858845913
Sector rotation2026-09-20 04:04
A news scan found the dividend audit summary for XLB. The symbol is XLB, which had 21 dividend events. The maximum factor error in basis points, a measure of error, was 1.1409317858845913. The mean total return, or average return, was 0.02403047606737424, and the mean feed return, another type of return, was 0.02408890044112494. The return differences in percentage points for various periods were: r21 at -2.220446049250313e-14, r63 at 0.006061756585151734, r126 at -0.010074687651417946, and r252 at -0.019356818433990952. The cash reinvest percentile 90, a measure of cash reinvestment, was 0.10244508604940991. The latest dividend events were on March 23, 2026, and June 22, 2026, with details as follows: on March 23, 2026, the dividend was 0.208286, the expected value was 0.9955664963814389, the actual value was 0.9956805895600274, and the error in basis points was 1.1409317858845913. On June 22, 2026, the dividend was 0.193243, the expected value was 0.9962701602007334, the actual value was 0.9963327542945376, and the error in basis points was 0.6259409380415804. The mean return for split only, which refers to stock splits, was 0.016020729849520854, and the percentile 90 for split only was 0.09745702784743411. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLI Dividend audit event factors = 1.097888022678628
Sector rotation2026-09-20 04:04
A news scan found the headline 'XLI Dividend audit event factors'. This is a list of events related to the XLI dividend, which is a type of financial investment. The list includes the date, split-normalized cash, 1-day price change compared to the prior day's close, feed factor, and error in basis points. The data is from 2021 to 2026 and includes the following events: Read 2026-09-20, issuer 21 ex-date cash events 2021-2026. Prices are from the Securities Information Processor, which is a system that provides stock prices, and are adjusted for stock splits. The list of events is as follows: [['2026-06-22', 0.444094, 0.99754522, 0.99756785, 0.22630037], ['2026-03-23', 0.45321, 0.9971967, 0.99718871, -0.07982069], ['2025-12-22', 0.531602, 0.99658923, 0.99654159, -0.47643498], ['2025-09-22', 0.629826, 0.99588672, 0.99585659, -0.30122069], ['2025-06-23', 0.431671, 0.99696796, 0.99694823, -0.19735503], ['2025-03-24', 0.404743, 0.99693956, 0.99691137, -0.2818922], ['2024-12-23', 0.670132, 0.99499229, 0.99499755, 0.05259633], ['2024-09-23', 0.431022, 0.99676361, 0.99676325, -0.00359632], ['2024-06-24', 0.421259, 0.99657429, 0.99655158, -0.22712311], ['2024-03-18', 0.376277, 0.99691677, 0.99691478, -0.01989126], ['2023-12-18', 0.614637, 0.9945617, 0.99451425, -0.47451778], ['2023-09-18', 0.426415, 0.9959389, 0.99595817, 0.1926124], ['2023-06-20', 0.419808, 0.99601889, 0.99604673, 0.27842625], ['2023-03-20', 0.394855, 0.99591543, 0.995981, 0.65564018], ['2022-12-19', 0.465563, 0.9952542, 0.99526821, 0.14014639], ['2022-09-19', 0.425007, 0.99523588, 0.99534567, 1.09788802], ['2022-06-21', 0.374172, 0.99562679, 0.99565702, 0.30231466], ['2022-03-21', 0.340551, 0.99668854, 0.99664711, -0.41427738], ['2021-12-20', 0.384997, 0.99624173, 0.99627592, 0.34184423], ['2021-09-20', 0.323098, 0.99677965, 0.99670498, -0.74666826], ['2021-06-21', 0.314329, 0.9968444, 0.99679543, -0.48973259]]. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLI Dividend audit summary = 1.097888022678628
Sector rotation2026-09-20 04:04
A news scan found the following data about the XLI dividend audit summary. The symbol is XLI. There were 21 dividend events. The maximum factor error in basis points was 1.097888022678628. The mean total return was 0.012783554047094386 and the mean feed return was 0.012816263840419756. Return differences in percentage points were as follows: r21 was 1.1102230246251565e-14, r63 was 0.00043940442492340637, r126 was -0.004188384915848609, and r252 was -0.009334936839233698. Cash reinvest p90 was 0.12083793916539347. The latest events were: on 2026-03-23, the dividend was 0.45321, the expected return was 0.9971966969753201, the actual return was 0.9971887149062114, and the error in basis points was -0.07982069108680712, and on 2026-06-22, the dividend was 0.444094, the expected return was 0.997545221380797, the actual return was 0.9975678514178321, and the error in basis points was 0.22630037035065165. The split only mean was 0.007268446332742012 and the split only p90 was 0.11651410896100715. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLF Dividend audit event factors = 2.2845551135541875
Sector rotation2026-09-20 04:04
Read2026-09-20; issuer21 ex-date cash events2021-2026. Prices from SIP all/split. Columns date,split-normalized cash,1-D/priorClose,feed factor,error bp: [["2026-06-22",0.187083,0.99650769,0.99645324,-0.54452119],["2026-03-23",0.251492,0.99487588,0.99487524,-0.00640212],["2025-12-22",0.190771,0.99652132,0.99661239,0.91068467],["2025-09-22",0.177993,0.99671902,0.99669775,-0.21274498],["2025-06-23",0.172105,0.99658251,0.99663097,0.48465675],["2025-03-24",0.178776,0.99638544,0.99643679,0.51343767],["2024-12-23",0.206245,0.9957484,0.9956151,-1.33306972],["2024-09-23",0.165306,0.99637963,0.99653148,1.51850338],["2024-06-24",0.162796,0.99606107,0.99606582,0.04748314],["2024-03-18",0.152522,0.9962608,0.99637931,1.18508892],["2023-12-18",0.183501,0.99508699,0.99505633,-0.30662371],["2023-09-18",0.155053,0.99554829,0.99558011,0.31818509],["2023-06-20",0.150317,0.99552362,0.99558313,0.59512088],["2023-03-20",0.15261,0.99507392,0.9952522,1.78281031],["2022-12-19",0.209618,0.99377988,0.99392514,1.45262242],["2022-09-19",0.172544,0.99478088,0.99477464,-0.06248045],["2022-06-21",0.163896,0.99470107,0.99447261,-2.28455511],["2022-03-21",0.151933,0.99610428,0.9959561,-1.48183242],["2021-12-20",0.184411,0.99522127,0.99522248,0.01207076],["2021-09-20",0.162032,0.99568834,0.99570747,0.19129023],["2021-06-21",0.139299,0.99604601,0.99608654,0.40526766]] https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLF Dividend audit summary = 2.2845551135541875
Sector rotation2026-09-20 04:04
A news scan found the following data about the XLF dividend audit summary. The symbol is XLF. There were 21 dividend events. The maximum factor error in basis points was 2.2845551135541875. The mean total return was 0.05427108449536419 and the mean feed return was 0.054345591571535234. Return differences were as follows: r21 was 3.3306690738754696e-14, r63 was -0.007875956461478317, r126 was -0.0047105106038669575, and r252 was -0.017216363403105284. Cash reinvest p90 was 0.11838847937920412. The latest events were: on 2026-03-23, the dividend was 0.251492, expected return was 0.9948758761206195, actual return was 0.9948752359089528, and error in basis points was -0.006402116666803792; on 2026-06-22, the dividend was 0.187083, expected return was 0.9965076908717566, actual return was 0.9964532387530335, and error in basis points was -0.5445211872312505. The split only mean was 0.04692774806689609 and the split only p90 was 0.11408933824192884. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLV Dividend audit event factors = 0.487202507841733
Sector rotation2026-09-20 04:04
Read2026-09-20; issuer21 ex-date cash events2021-2026. Prices from SIP all/split. Columns date,split-normalized cash,1-D/priorClose,feed factor,error bp: [["2026-06-22",0.656252,0.99560742,0.99558233,-0.25087015],["2026-03-23",0.59468,0.99590807,0.99593936,0.31285949],["2025-12-22",0.656822,0.9957608,0.99574937,-0.11424528],["2025-09-22",0.624868,0.99544855,0.99541398,-0.34578415],["2025-06-23",0.630382,0.99524599,0.99522383,-0.22160648],["2025-03-24",0.564539,0.99614912,0.9961507,0.01575409],["2024-12-23",0.621655,0.99549525,0.99546967,-0.25579067],["2024-09-23",0.577234,0.99628262,0.99625815,-0.24477848],["2024-06-24",0.572533,0.99610018,0.99605719,-0.42988752],["2024-03-18",0.522941,0.99640244,0.99635655,-0.45892515],["2023-12-18",0.597725,0.99554469,0.99553566,-0.09022613],["2023-09-18",0.539519,0.99591861,0.99590723,-0.1138317],["2023-06-20",0.542443,0.99589711,0.99589447,-0.02638327],["2023-03-20",0.489137,0.99611364,0.99615579,0.42147344],["2022-12-19",0.556126,0.99589666,0.99593296,0.36301528],["2022-09-19",0.505827,0.99603117,0.99600756,-0.23614902],["2022-06-21",0.504224,0.99579428,0.99577552,-0.18762694],["2022-03-21",0.426361,0.99688765,0.99691447,0.26824006],["2021-12-20",0.527521,0.99617517,0.99614904,-0.26124375],["2021-09-20",0.466542,0.99649217,0.99648979,-0.02372504],["2021-06-21",0.48083,0.99611419,0.99616291,0.48720251]] https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLV Dividend audit summary = 0.487202507841733
Sector rotation2026-09-20 04:04
A news scan found the following data about the XLV fund. The fund had 21 dividend events. The maximum factor error in basis points, which is a measure of error in financial calculations, was 0.487202507841733. The mean total return, which is the average return of the fund, was 0.12438595522571141. The mean feed return, which is the return from the fund's investments, was 0.12442229112273706. The return differences in percentage points for different periods were: r21 was -1.1102230246251565e-14, r63 was -0.007214515842490776, r126 was -0.0035573776547170866, and r252 was -0.003762465313039698. The cash reinvest p90, which is the 90th percentile of cash reinvestment, was 0.10623784941609139. The latest dividend events were on March 23, 2026, and June 22, 2026. On March 23, 2026, the dividend was 0.59468, the expected return was 0.9959080712860386, the actual return was 0.9959393572347655, and the error in basis points was 0.3128594872681134. On June 22, 2026, the dividend was 0.656252, the expected return was 0.9956074163319947, the actual return was 0.9955823293172691, and the error in basis points was -0.2508701472558883. The mean return for split only, which is the return from stock splits, was 0.11537557269695292, and the 90th percentile return for split only was 0.10141299633243535. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLP Dividend audit event factors = 1.1132549583559026
Sector rotation2026-09-20 04:04
A news scan found the headline 'XLP Dividend audit event factors'. Read 2026-09-20, the issuer has 21 ex-date cash events from 2021 to 2026. Prices are from SIP, which stands for Securities Information Processor, and are all split-normalized. The columns show the date, split-normalized cash, 1-day price change compared to the prior close, feed factor, and error basis points. The data includes: date, split-normalized cash, 1-day price change, feed factor, and error basis points. The list of events is as follows: [['2026-06-22', 0.574188, 0.99310699, 0.99315726, 0.5027611], ['2026-03-23', 0.454896, 0.99440403, 0.99443521, 0.31176075], ['2025-12-22', 0.626971, 0.9920415, 0.99204627, 0.04776325], ['2025-09-22', 0.541244, 0.99318161, 0.99316944, -0.12169345], ['2025-06-23', 0.552327, 0.99318283, 0.99327327, 0.90434461], ['2025-03-24', 0.418235, 0.99472791, 0.99475161, 0.23701621], ['2024-12-23', 0.602361, 0.99246484, 0.99257616, 1.11325496], ['2024-09-23', 0.438963, 0.99471447, 0.99467589, -0.38582497], ['2024-06-24', 0.58193, 0.99250766, 0.99250831, 0.00645003], ['2024-03-18', 0.552237, 0.99268851, 0.9927473, 0.58790697], ['2023-12-18', 0.536446, 0.99246988, 0.99244907, -0.20804937], ['2023-09-18', 0.48522, 0.99326551, 0.9932207, -0.44810014], ['2023-06-20', 0.526026, 0.99295532, 0.99295787, 0.0254404], ['2023-03-20', 0.344661, 0.99522034, 0.99522511, 0.0476404], ['2022-12-19', 0.533016, 0.99287983, 0.99283881, -0.41014079], ['2022-09-19', 0.460532, 0.99354364, 0.99347466, -0.68983217], ['2022-06-21', 0.51286, 0.99254889, 0.99251362, -0.35263844], ['2022-03-21', 0.33492, 0.99548564, 0.99555595, 0.70301638], ['2021-12-20', 0.511737, 0.99319499, 0.99318448, -0.1050213], ['2021-09-20', 0.442006, 0.99380597, 0.99373768, -0.68292334], ['2021-06-21', 0.443628, 0.99355192, 0.99349756, -0.54353959]]. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLP Dividend audit summary = 1.1132549583559026
Sector rotation2026-09-20 04:04
A news scan found the dividend audit summary for XLP. The symbol is XLP, with 21 dividend events. The maximum factor error in basis points is 1.1132549583559026. The mean total return is 0.010317721985321354 and the mean feed return is 0.010267345705447017. Return differences are as follows: r21 is -1.1102230246251565e-14, r63 is 0.009649004315526177, r126 is 0.0029580796823136524, and r252 is 0.00754342795190599. Cash reinvest p90 is 0.0765274242315646. The latest events are: on 2026-03-23, the dividend was 0.454896, expected return was 0.9944040349366465, actual return was 0.9944352110118166, with an error of 0.31176075170114004 basis points, and on 2026-06-22, the dividend was 0.574188, expected return was 0.9931069867947179, actual return was 0.9931572629051622, with an error of 0.502761104442806 basis points. The split only mean is -0.0017973668923705055 and the split only p90 is 0.06994797669887912. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLY Dividend audit event factors = 0.3706457085672632
Sector rotation2026-09-20 04:04
Read2026-09-20; issuer21 ex-date cash events2021-2026. Prices from SIP all/split. Columns date,split-normalized cash,1-D/priorClose,feed factor,error bp: [["2026-06-22",0.23322,0.99800939,0.99803687,0.27483783],["2026-03-23",0.215623,0.99799867,0.99800274,0.04068003],["2025-12-22",0.240848,0.99802341,0.99800627,-0.17132347],["2025-09-22",0.2127275,0.99823748,0.998238,0.00525425],["2025-06-23",0.223521,0.9978781,0.99785405,-0.2404646],["2025-03-24",0.270978,0.99725522,0.99725362,-0.01602837],["2024-12-23",0.216564,0.99810787,0.9980833,-0.24563249],["2024-09-23",0.202334,0.99794261,0.99794436,0.01748489],["2024-06-24",0.1959085,0.99785435,0.99782427,-0.30076124],["2024-03-18",0.1936245,0.99782505,0.99783695,0.11892872],["2023-12-18",0.1602235,0.99821189,0.99819763,-0.14257252],["2023-09-18",0.1526365,0.99822299,0.99820541,-0.17574504],["2023-06-20",0.1671885,0.99799028,0.99795533,-0.34948494],["2023-03-20",0.2150835,0.99695651,0.99698713,0.30617654],["2022-12-19",0.182906,0.99726822,0.99725397,-0.14253199],["2022-09-19",0.1650225,0.99791031,0.9979058,-0.04513732],["2022-06-21",0.157122,0.99769108,0.99771374,0.22662096],["2022-03-21",0.1393805,0.99846734,0.99843027,-0.37064571],["2021-12-20",0.1461125,0.99850364,0.99850467,0.01036222],["2021-09-20",0.137446,0.99850691,0.99849634,-0.10576667],["2021-06-21",0.127675,0.99851679,0.99852811,0.11323738]] https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLY Dividend audit summary = 0.3706457085672632
Sector rotation2026-09-20 04:04
A news scan found the dividend audit summary for XLY. The symbol is XLY, with 21 dividend events. The maximum factor error is 0.3706457085672632 basis points. The mean total return is -0.04290597845594188 and the mean feed return is -0.04290933422531629. Return differences are as follows: r21 is 6.661338147750939e-14, r63 is 0.005882224838749117, r126 is -0.0036422947423009333, and r252 is -0.0008976223467516142. Cash reinvest p90 is 0.14891518597015793. The latest events are: on 2026-03-23, the dividend was 0.215623, expected return was 0.9979986727306479, actual return was 0.9980027407334714, and error in basis points was 0.040680028234874044; on 2026-06-22, the dividend was 0.23322, expected return was 0.9980093888699215, actual return was 0.9980368726527826, and error in basis points was 0.2748378286110409. The split only mean is -0.046177507041934324 and the split only p90 is 0.14664403289125572. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLC Dividend audit event factors = 0.9598690029988255
Sector rotation2026-09-20 04:04
A news scan found the following data line for the XLC dividend audit event factors from 2021 to 2026. The data includes the date, split-normalized cash, the ratio of the current day's price to the prior day's closing price, feed factor, and error basis points. The data is as follows: Read 2026-09-20, issuer 21 ex-date cash events 2021-2026, prices from SIP all/split. The columns are date, split-normalized cash, 1-day price/prior close, feed factor, error bp. The data points are: 2026-06-22, 0.283746, 0.99740753, 0.99744175, 0.34225674, 2026-03-23, 0.357046, 0.99681862, 0.99677299, -0.4562839, 2025-12-22, 0.375791, 0.99677488, 0.99671298, -0.61901023, 2025-09-22, 0.414664, 0.99652739, 0.99651368, -0.13716657, 2025-06-23, 0.248823, 0.99758048, 0.99760702, 0.26540575, 2025-03-24, 0.287915, 0.99705005, 0.99702437, -0.25683202, 2024-12-23, 0.254403, 0.99740299, 0.99745431, 0.51315171, 2024-09-23, 0.269182, 0.99697208, 0.99703116, 0.59081221, 2024-06-24, 0.22435, 0.99735872, 0.99733172, -0.27000022, 2024-03-18, 0.213998, 0.99730107, 0.99732878, 0.27707549, 2023-12-18, 0.173703, 0.99755417, 0.99753752, -0.16645866, 2023-09-18, 0.167754, 0.99751512, 0.99761111, 0.959869, 2023-06-20, 0.104873, 0.99838059, 0.99846611, 0.85524936, 2023-03-20, 0.150008, 0.99727308, 0.99719332, -0.79758251, 2022-12-19, 0.117673, 0.99755103, 0.99754306, -0.07969312, 2022-09-19, 0.10951, 0.99789969, 0.99785186, -0.47832376, 2022-06-21, 0.129872, 0.99758782, 0.99766535, 0.775358, 2022-03-21, 0.172719, 0.99746858, 0.99748073, 0.12152468, 2021-12-20, 0.156681, 0.99795135, 0.9979722, 0.20857724, 2021-09-20, 0.141702, 0.99829562, 0.9982011, -0.94523295, 2021-06-21, 0.140498, 0.99821204, 0.99824389, 0.31846774. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLC Dividend audit summary = 0.9598690029988255
Sector rotation2026-09-20 04:04
A news scan found the dividend audit summary for XLC. The symbol is XLC, with 21 dividend events. The maximum factor error in basis points is 0.9598690029988255. The mean total return is -0.015022846778160348 and the mean feed return is -0.015056081464132842. Return differences are as follows: r21 is -2.220446049250313e-14, r63 is 0.009162334356771495, r126 is 0.005215836781202743, and r252 is -0.001084296748954383. Cash reinvest p90 is 0.1379060931339342. The latest dividend events are: on 2026-03-23, the dividend was 0.357046, expected return was 0.9968186224717099, actual return was 0.9967729940816031, with an error of -0.45628390106799976 basis points, and on 2026-06-22, the dividend was 0.283746, expected return was 0.9974075285518501, actual return was 0.9974417542256738, with an error of 0.34225673823717884 basis points. The split only mean is -0.020060237606938452 and the split only p90 is 0.1351567883430033. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLK Dividend audit event factors = 0.5251480121071239
Sector rotation2026-09-20 04:04
Read2026-09-20; issuer21 ex-date cash events2021-2026. Prices from SIP all/split. Columns date,split-normalized cash,1-D/priorClose,feed factor,error bp: [["2026-06-22",0.227918,0.99880945,0.99879858,-0.1087547],["2026-03-23",0.167505,0.99876188,0.99872762,-0.34263488],["2025-12-22",0.218827,0.99848667,0.99846552,-0.21149578],["2025-09-22",0.1789335,0.99871695,0.99872334,0.0638806],["2025-06-23",0.198754,0.99834743,0.99836078,0.13347379],["2025-03-24",0.187446,0.99824784,0.99823466,-0.13182808],["2024-12-23",0.1929785,0.99836431,0.9983834,0.19085055],["2024-09-23",0.199257,0.99820917,0.99820435,-0.04821529],["2024-06-24",0.2000005,0.99824876,0.99828024,0.31484802],["2024-03-18",0.1695995,0.99835044,0.99832754,-0.22903683],["2023-12-18",0.211007,0.99779857,0.9977628,-0.35768862],["2023-09-18",0.180143,0.99786687,0.99790348,0.36613052],["2023-06-20",0.1807915,0.99791222,0.99793885,0.26627983],["2023-03-20",0.157726,0.99780112,0.99778045,-0.20662066],["2022-12-19",0.182682,0.99713395,0.99718027,0.46318773],["2022-09-19",0.158333,0.99753969,0.99753051,-0.09180476],["2022-06-21",0.1615835,0.99740678,0.99741789,0.11109916],["2022-03-21",0.1428095,0.99815813,0.99819075,0.32619115],["2021-12-20",0.158272,0.99811446,0.99807062,-0.43845519],["2021-09-20",0.136431,0.99824503,0.99819252,-0.52514801],["2021-06-21",0.1297455,0.99817376,0.9981995,0.25747423]] https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLK Dividend audit summary = 0.5251480121071239
Sector rotation2026-09-20 04:04
A news scan found the following data about the XLK dividend audit summary. The symbol is XLK. There were 21 dividend events. The maximum factor error in basis points, which is a measure of error, was 0.5251480121071239. The mean total return, which is the average return of the investment, was 0.20031631242506392. The mean feed return, which is the average return of the feed, was 0.2003611920730362. The return differences in percentage points, which is a measure of difference in returns, were as follows: r21 was 0, r63 was -0.0016559019629713845, r126 was -0.007047469607845969, and r252 was -0.00924848761809649. The cash reinvest p90, which is the 90th percentile of cash reinvest, was 0.18364050042751243. The latest events were: on 2026-03-23, the dividend was 0.167505, the expected return was 0.9987618818833617, the actual return was 0.9987276183949514, and the error in basis points was -0.3426348841029103, and on 2026-06-22, the dividend was 0.227918, the expected return was 0.9988094546594233, the actual return was 0.9987985791893021, and the error in basis points was -0.10875470121129993. The split only mean, which is the average return without considering other factors, was 0.19738350579915562. The split only p90, which is the 90th percentile of return without considering other factors, was 0.1811094458313793. https://www.ssga.com/library-content/products/fund-data/etfs/us/spdr-etf-historical-distributions.xlsx
XLU R92004 full signal and adjustment audit = -6.1395445369
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol XLU. The data includes the close price of 41.1, and several calculated values: r21 is -6.633348478, r63 is -7.5989208633, r126 is -10.4965156794, and r252 is 0.170606873. The score is -6.1395445369, the simple moving average, or sma, is 44.222125, and the average true range, or atr, is 0.63553. Other values are p90 of 0.102392885, high20 of 43.96, and n60 of 1255. The last update was on September 18, 2026, at 04:00:00 UTC. The signal is below the threshold, indicated by above being false. The stock is in the sector group and has a rank of 11. The data was retrieved on September 20 at 04:00 UTC, with a system information protocol, or SIP, adjustment set to all, and 1584 bars of data from June 2020 to September 2026. A confirmed adjustment was made on December 5, 2025, for a 2:1 split in several stocks, including XLU. The rank is shown within the full group before the simple moving average gate, and the chosen pending quantity is EEM1 for XLE1, and 0 for all others. The source of the data is an aggregate of providers, not the issuer's distribution record. https://runway.adityaperswal.workers.dev/data/stock-bars
XLY R92004 full signal and adjustment audit = -4.2909334225
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol XLY. The stock closed at 111.03 on September 18, 2026. The return over 21 days, or r21, was -6.3749051353 percent, the return over 63 days, or r63, was -5.0457538698 percent, the return over 126 days, or r126, was 1.619989017 percent, and the return over 252 days, or r252, was -7.363063702 percent. The score is -4.2909334225. The simple moving average, or sma, is 116.5771. The average true range, or atr, is 1.50725. The percentage of days the stock price was above a certain level, or p90, is 0.1489655196. The highest price over 20 days, or high20, was 118.79. There were 1255 trades over 60 days, or n60. The last trade was on September 18, 2026, at 04:00:00 UTC. The stock price was not above a certain level, indicated by above being false. The stock is in the sector group. The rank of the stock is 10. This information was retrieved on September 20, 2026, at 04:00:00 UTC, and is based on 1584 bars of data from June 2020 to September 2026. The data has been adjusted for splits, including a 2:1 split on December 5, 2025. The source of this information is an aggregate of providers, not the issuer's distribution record. https://runway.adityaperswal.workers.dev/data/stock-bars
XLC R92004 full signal and adjustment audit = -1.5056081464
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol XLC. The stock closed at 110.81 on September 18, 2026. The returns, or how much the stock has changed in value, over certain periods are: r21, which is a 21-day return, is -0.4581386992, r63, a 63-day return, is 1.5022442063, r126, a 126-day return, is -1.4934660859, and r252, a 252-day return, is -5.5730720068. The score, which is a measure of the stock's performance, is -1.5056081464. The simple moving average, or sma, which is the average price of the stock over a certain period, is 113.62755. The average true range, or atr, which is a measure of the stock's volatility, is 1.607. The percentage of times the stock has been above a certain level, or p90, is 0.1379096249. The highest price of the stock over 20 days, or high20, is 115.26. There were 1255 trades, or n60, over a certain period. The last update was on September 18, 2026, at 04:00:00 UTC. The stock is not above a certain level, as indicated by the above value being false. The stock is part of a sector group and has a rank of 9. The rank is shown within the full group before the simple moving average gate. The quantities of certain stocks, EEM1 and XLE1, are pending, while all others are 0. The source of this information is an aggregate of providers, not the issuer's distribution record. This information was retrieved on September 20, 2026, at 04:00 UTC, and includes 1584 bars of data from June 2020 to September 2026, with a SIP adjustment of all. A 2:1 split was corrected once in the stocks XLK, XLY, XLE, XLU, and XLB on December 5, 2025. https://runway.adityaperswal.workers.dev/data/stock-bars
XLRE R92004 full signal and adjustment audit = 0.0129134867
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol XLRE. The stock closed at 42.53 on September 18, 2026. The returns, or how much the stock has changed in value, over the past 21, 63, 126, and 252 days were -5.4679, -2.1849, 3.0281, and 4.6763 percent respectively. The score, a measure of the stock's performance, was 0.0129. The simple moving average, or average price over a certain period, was 42.77705. The average true range, a measure of price volatility, was 0.50224. The percentage of days the stock price was above a certain level was 0.1085, or 10.85 percent. The highest price in the last 20 days was 45.465. There were 1255 trades in the last 60 days. The data was retrieved on September 20, 2026, at 04:00 UTC. The SIP adjustment, which is a type of trading adjustment, was set to all. The data covers 1584 bars, or periods of time, from June 2020 to September 2026. A 2:1 split, which means the number of shares was doubled, was corrected once in the stocks XLK, XLY, XLE, XLU, and XLB on December 5, 2025. The rank, or position, of the stock was 8 in its group before the simple moving average gate, which is a type of filter. The quantities of the stocks EEM and XLE were chosen, while all others were set to 0. The source of the data is an aggregate of providers, not the issuer's distribution record. https://runway.adityaperswal.workers.dev/data/stock-bars
XLP R92004 full signal and adjustment audit = 1.0267345705
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline 'XLP R92004 full signal and adjustment audit'. The symbol XLP had a close price of 82.8. The returns for the past 21, 63, 126, and 252 days were -4.3217009475, 0.0846125952, 2.2853613342, and 6.0586653004 percent respectively. The score was 1.0267345705. The simple moving average, or SMA, was 82.96825. The average true range, or ATR, was 0.89176. The percentage of price movement, or p90, was 0.0765302789. The high price over the past 20 days was 87.465. There were 1255 trades over the past 60 days, with the last trade on September 18, 2026, at 04:00:00 UTC. The price was not above the SMA, and the group was a sector group, ranked 7th. The data was retrieved on September 20, 2026, at 04:00 UTC, with 1584 bars of data from June 2020 to September 2026. A Stock Investment Plan, or SIP, adjustment was made for all data. A 2:1 stock split was corrected for XLK, XLY, XLE, XLU, and XLB on December 5, 2025. The rank was shown within the full group before the SMA gate, and the chosen pending quantity was EEM1 and XLE1, with all others at 0. The source of the data was an aggregate provider, not an issuer distribution record. https://runway.adityaperswal.workers.dev/data/stock-bars
XLI R92004 full signal and adjustment audit = 1.281626384
Whole-share momentum backstop2026-09-20 04:04
A news scan found the headline is not available, but a data line shows information about the stock symbol XLI. The stock closed at 169.75 on September 18, 2026. The returns, or how much the stock has changed in value, over certain periods are: -6.7051387744 over 21 days, -5.9400454369 over 63 days, 4.0134803922 over 126 days, and 13.7582093553 over 252 days. A score of 1.281626384 was calculated. The simple moving average, or average price over a certain time, is 171.1439. The average true range, a measure of price volatility, is 2.39825. The percentage of days the stock closed above its average price is 0.1208767678. The highest price over 20 days was 181.24. There were 1255 trades over 60 days. The data was last updated on September 18, 2026, at 04:00:00 UTC. The stock price is not above a certain threshold, indicated by the value false. The stock is part of a sector group and ranks 6th. The rank is shown before a simple moving average gate, which is a threshold used to make trading decisions. The quantities of certain stocks, EEM1 and XLE1, were chosen, while others were not. The data comes from an aggregate of providers, not directly from the issuer's distribution record. The data also shows that there was a 2:1 split, meaning the number of shares was doubled, in the stocks XLK, XLY, XLE, XLU, and XLB on December 5, 2025. https://runway.adityaperswal.workers.dev/data/stock-bars
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