SPSB
SPDR(R) PORTFOLIO SHORT TERM CORPORATE BOND ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPSB Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 4.28% | 4.32% | 3.60% | 2.67% | 2.61% | 2.63% | 2.48% | 2.38% |
| Sharpe Ratio | 3.18 | 3.13 | 3.62 | 1.34 | 1.43 | 0.85 | 1.58 | 0.88 |
| Max Drawdown | -0.87% | -0.87% | -0.87% | -5.96% | -6.17% | -11.75% | -6.17% | -11.75% |
| % Time Invested | 100.0% | 100.0% | 74.9% | 100.0% | 71.2% | 100.0% | 62.6% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 1.6 | 0.0 | 1.9 | 0.0 | 1.7 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2024-06-24 | Open | Open | 33% | $27.28 | $30.06 | 10.20% | Mark-to-Market |
| 2024-02-02 | Open | Open | 34% | $26.92 | $30.06 | 11.68% | Mark-to-Market |
| 2026-03-30 | Open | Interest | 33% | $1.00 | $1.00 | 0.37% | Mark-to-Market |
| 2025-04-07 | 2026-03-30 | Completed | 33% | $28.69 | $29.92 | 4.27% | Signal |
| 2025-03-06 | 2025-04-07 | Interest | 33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-03-04 | 2025-03-06 | Completed | 33% | $28.60 | $28.59 | -0.07% | Signal |
| 2025-01-15 | 2025-03-04 | Interest | 33% | $1.00 | $1.01 | 0.56% | Interest Income |
| 2024-07-29 | 2025-01-15 | Completed | 33% | $27.59 | $28.27 | 2.47% | Signal |
| 2024-05-29 | 2024-07-29 | Interest | 33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2024-01-04 | 2024-06-24 | Interest | 33% | $1.00 | $1.02 | 1.98% | Interest Income |
| 2023-12-20 | 2024-05-29 | Completed | 33% | $26.71 | $27.12 | 1.52% | Signal |
| 2024-01-04 | 2024-02-02 | Interest | 34% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2024-01-02 | 2024-01-04 | Completed | 34% | $26.78 | $26.77 | -0.07% | Signal |
| 2024-01-02 | 2024-01-04 | Completed | 33% | $26.78 | $26.77 | -0.07% | Signal |
| 2023-09-28 | 2024-01-02 | Interest | 34% | $1.00 | $1.01 | 1.13% | Interest Income |
| 2022-02-08 | 2024-01-02 | Interest | 33% | $1.00 | $1.07 | 6.80% | Interest Income |
| 2023-07-14 | 2023-12-20 | Interest | 33% | $1.00 | $1.02 | 1.89% | Interest Income |
| 2023-06-26 | 2023-09-28 | Completed | 34% | $25.84 | $25.95 | 0.44% | Signal |
| 2023-02-16 | 2023-07-14 | Completed | 33% | $25.54 | $25.94 | 1.55% | Signal |
| 2021-06-01 | 2023-06-26 | Interest | 34% | $1.00 | $1.06 | 5.58% | Interest Income |
| 2021-04-13 | 2023-02-16 | Interest | 33% | $1.00 | $1.04 | 4.50% | Interest Income |
| 2020-04-08 | 2022-02-08 | Completed | 33% | $25.28 | $25.99 | 2.81% | Signal |
| 2020-04-08 | 2021-06-01 | Completed | 34% | $25.28 | $26.38 | 4.36% | Signal |
| 2020-06-23 | 2021-04-13 | Completed | 33% | $26.00 | $26.31 | 1.19% | Signal |
| 2020-03-17 | 2020-06-23 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2020-03-17 | 2020-04-08 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-17 | 2020-04-08 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2019-07-23 | 2020-03-17 | Completed | 33% | $24.94 | $24.16 | -3.09% | Stop |
| 2019-03-22 | 2020-03-17 | Completed | 34% | $24.48 | $24.16 | -1.29% | Stop |
| 2019-02-19 | 2020-03-17 | Completed | 33% | $24.33 | $24.16 | -0.66% | Stop |
| 2019-06-06 | 2019-07-23 | Interest | 33% | $1.00 | $1.00 | 0.26% | Interest Income |
| 2019-06-04 | 2019-06-06 | Completed | 33% | $24.76 | $24.80 | 0.13% | Signal |
| 2013-09-25 | 2019-06-04 | Interest | 33% | $1.00 | $1.14 | 14.32% | Interest Income |
| 2017-11-28 | 2019-03-22 | Interest | 34% | $1.00 | $1.04 | 3.72% | Interest Income |
| 2017-11-03 | 2019-02-19 | Interest | 33% | $1.00 | $1.04 | 3.63% | Interest Income |
| 2017-09-11 | 2017-11-28 | Completed | 34% | $23.80 | $23.73 | -0.28% | Signal |
| 2017-05-22 | 2017-11-03 | Completed | 33% | $23.59 | $23.80 | 0.86% | Signal |
| 2017-01-23 | 2017-09-11 | Interest | 34% | $1.00 | $1.01 | 1.46% | Interest Income |
| 2016-11-15 | 2017-05-22 | Interest | 33% | $1.00 | $1.01 | 1.22% | Interest Income |
| 2016-06-27 | 2017-01-23 | Completed | 34% | $23.30 | $23.42 | 0.52% | Signal |
| 2016-05-05 | 2016-11-15 | Completed | 33% | $23.21 | $23.28 | 0.27% | Signal |
| 2013-05-29 | 2016-06-27 | Interest | 34% | $1.00 | $1.07 | 7.33% | Interest Income |
| 2015-06-22 | 2016-05-05 | Interest | 33% | $1.00 | $1.02 | 1.82% | Interest Income |
| 2015-05-08 | 2015-06-22 | Completed | 33% | $22.88 | $22.80 | -0.31% | Signal |
| 2013-02-01 | 2015-05-08 | Interest | 33% | $1.00 | $1.05 | 5.49% | Interest Income |
| 2012-08-08 | 2013-09-25 | Completed | 33% | $22.01 | $22.36 | 1.58% | Signal |
| 2012-05-15 | 2013-05-29 | Completed | 34% | $21.85 | $22.32 | 2.16% | Signal |
| 2012-08-24 | 2013-02-01 | Completed | 33% | $22.06 | $22.25 | 0.85% | Signal |
| 2012-07-20 | 2012-08-24 | Interest | 33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2012-06-22 | 2012-08-08 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2012-03-01 | 2012-07-20 | Completed | 33% | $21.79 | $21.96 | 0.77% | Signal |
| 2011-12-27 | 2012-06-22 | Completed | 33% | $21.39 | $21.81 | 1.97% | Signal |
| 2011-12-22 | 2012-05-15 | Interest | 34% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2011-12-22 | 2012-03-01 | Interest | 33% | $1.00 | $1.00 | 0.35% | Interest Income |
| 2011-12-22 | 2011-12-27 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
