SPHY
SPDR PORTFOLIO HIGH YIELD BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPHY Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 7.37% | 8.09% | 4.17% | 4.43% | 4.72% | 5.27% | 4.17% | 4.76% |
| Sharpe Ratio | 2.01 | 2.05 | 1.04 | 0.61 | 0.93 | 0.65 | 0.83 | 0.59 |
| Max Drawdown | -2.41% | -2.41% | -6.50% | -15.29% | -9.33% | -21.97% | -9.33% | -21.97% |
| % Time Invested | 100.0% | 100.0% | 85.9% | 100.0% | 88.6% | 100.0% | 86.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.4 | 0.0 | 2.0 | 0.0 | 2.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-17 | Pending | Pending Sell | 33% | $22.38 | — | — | Signal |
| 2024-01-17 | Open | Open | 33% | $19.66 | $23.49 | 19.46% | Mark-to-Market |
| 2023-04-12 | Open | Open | 34% | $18.25 | $23.49 | 28.72% | Mark-to-Market |
| 2025-04-17 | 2025-07-17 | Interest | 33% | $1.00 | $1.01 | 1.04% | Interest Income |
| 2023-12-22 | 2025-04-17 | Completed | 33% | $19.81 | $21.34 | 7.71% | Signal |
| 2023-01-18 | 2024-01-17 | Interest | 33% | $1.00 | $1.04 | 3.95% | Interest Income |
| 2023-10-31 | 2023-12-22 | Interest | 33% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2023-02-09 | 2023-10-31 | Completed | 33% | $18.23 | $18.21 | -0.08% | Signal |
| 2023-01-18 | 2023-04-12 | Interest | 34% | $1.00 | $1.01 | 0.82% | Interest Income |
| 2023-01-18 | 2023-02-09 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2023-01-13 | 2023-01-18 | Completed | 33% | $18.12 | $18.24 | 0.69% | Signal |
| 2023-01-13 | 2023-01-18 | Completed | 34% | $18.12 | $18.24 | 0.69% | Signal |
| 2023-01-13 | 2023-01-18 | Completed | 33% | $18.12 | $18.24 | 0.69% | Signal |
| 2022-07-12 | 2023-01-13 | Interest | 33% | $1.00 | $1.02 | 1.77% | Interest Income |
| 2022-03-08 | 2023-01-13 | Interest | 34% | $1.00 | $1.03 | 2.73% | Interest Income |
| 2021-12-30 | 2023-01-13 | Interest | 33% | $1.00 | $1.03 | 3.07% | Interest Income |
| 2022-07-08 | 2022-07-12 | Completed | 33% | $17.18 | $17.16 | -0.09% | Signal |
| 2022-06-14 | 2022-07-08 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2022-04-06 | 2022-06-14 | Completed | 33% | $18.51 | $16.95 | -8.43% | Stop |
| 2022-03-15 | 2022-04-06 | Interest | 33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2020-04-01 | 2022-03-15 | Completed | 33% | $14.71 | $18.20 | 23.76% | Stop |
| 2020-09-24 | 2022-03-08 | Completed | 34% | $17.15 | $18.58 | 8.31% | Signal |
| 2020-07-15 | 2021-12-30 | Completed | 33% | $16.95 | $19.60 | 15.61% | Signal |
| 2020-06-10 | 2020-09-24 | Interest | 34% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-06-10 | 2020-07-15 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-06-08 | 2020-06-10 | Completed | 33% | $17.06 | $16.87 | -1.11% | Signal |
| 2020-06-08 | 2020-06-10 | Completed | 34% | $17.06 | $16.87 | -1.11% | Signal |
| 2020-04-17 | 2020-06-08 | Interest | 34% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2020-03-10 | 2020-06-08 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2020-04-01 | 2020-04-17 | Completed | 34% | $14.71 | $16.02 | 8.92% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-08-02 | 2020-03-10 | Completed | 33% | $16.68 | $16.00 | -4.07% | Stop |
| 2019-04-15 | 2020-03-10 | Completed | 34% | $16.43 | $16.00 | -2.61% | Stop |
| 2019-03-08 | 2020-03-10 | Completed | 33% | $16.01 | $16.00 | -0.06% | Stop |
| 2018-09-07 | 2019-08-02 | Interest | 33% | $1.00 | $1.02 | 2.36% | Interest Income |
| 2018-03-23 | 2019-04-15 | Interest | 34% | $1.00 | $1.03 | 3.03% | Interest Income |
| 2018-11-09 | 2019-03-08 | Interest | 33% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2018-09-28 | 2018-11-09 | Completed | 33% | $15.65 | $15.41 | -1.55% | Signal |
| 2018-02-06 | 2018-09-28 | Interest | 33% | $1.00 | $1.02 | 1.87% | Interest Income |
| 2016-10-03 | 2018-09-07 | Completed | 33% | $14.91 | $15.68 | 5.16% | Signal |
| 2016-06-15 | 2018-03-23 | Completed | 34% | $14.21 | $15.42 | 8.47% | Signal |
| 2017-03-14 | 2018-02-06 | Completed | 33% | $14.98 | $15.60 | 4.17% | Signal |
| 2017-01-04 | 2017-03-14 | Interest | 33% | $1.00 | $1.00 | 0.45% | Interest Income |
| 2016-04-25 | 2017-01-04 | Completed | 33% | $14.11 | $14.87 | 5.40% | Signal |
| 2016-03-09 | 2016-10-03 | Interest | 33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2016-03-09 | 2016-06-15 | Interest | 34% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2016-03-09 | 2016-04-25 | Interest | 33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2016-03-04 | 2016-03-09 | Completed | 33% | $13.46 | $13.61 | 1.14% | Signal |
| 2016-03-04 | 2016-03-09 | Completed | 34% | $13.46 | $13.61 | 1.14% | Signal |
| 2016-03-04 | 2016-03-09 | Completed | 33% | $13.46 | $13.61 | 1.14% | Signal |
| 2015-12-02 | 2016-03-04 | Interest | 33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2015-08-07 | 2016-03-04 | Interest | 33% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2015-07-28 | 2016-03-04 | Interest | 34% | $1.00 | $1.01 | 1.27% | Interest Income |
| 2015-09-18 | 2015-12-02 | Completed | 33% | $13.61 | $13.50 | -0.86% | Signal |
| 2015-08-26 | 2015-09-18 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2014-08-08 | 2015-08-26 | Completed | 33% | $13.59 | $13.59 | 0.05% | Stop |
| 2015-08-05 | 2015-08-07 | Completed | 33% | $13.66 | $13.61 | -0.43% | Signal |
| 2015-06-25 | 2015-08-05 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2014-06-17 | 2015-07-28 | Completed | 34% | $13.53 | $13.58 | 0.37% | Signal |
| 2015-03-03 | 2015-06-25 | Completed | 33% | $13.81 | $13.66 | -1.13% | Signal |
| 2014-11-26 | 2015-03-03 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2014-06-17 | 2014-11-26 | Completed | 33% | $13.53 | $13.67 | 1.00% | Signal |
| 2014-06-13 | 2014-08-08 | Interest | 33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2014-06-13 | 2014-06-17 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2014-06-13 | 2014-06-17 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
