SPTI
SPDR(R) PORTFOLIO INTERMEDIATE TERM TREASURY ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPTI Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 3.65% | 2.84% | 2.70% | 0.20% | 2.86% | 1.40% | 2.55% | 1.85% |
| Sharpe Ratio | 1.26 | 0.80 | 1.45 | 0.04 | 1.32 | 0.32 | 1.23 | 0.47 |
| Max Drawdown | -1.50% | -2.39% | -2.29% | -15.06% | -2.45% | -16.11% | -3.43% | -16.11% |
| % Time Invested | 100.0% | 100.0% | 63.5% | 100.0% | 67.6% | 100.0% | 69.1% | 100.0% |
| Trades / Year | 1.0 | 0.0 | 2.0 | 0.0 | 2.0 | 0.0 | 2.4 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-07-31 | Open | Open | 34% | $27.78 | $28.50 | 2.58% | Mark-to-Market |
| 2025-04-04 | Open | Open | 33% | $27.90 | $28.50 | 2.17% | Mark-to-Market |
| 2026-02-05 | Open | Interest | 33% | $1.00 | $1.00 | 0.96% | Mark-to-Market |
| 2025-04-21 | 2026-02-05 | Completed | 33% | $27.43 | $28.60 | 4.27% | Signal |
| 2025-07-01 | 2025-07-31 | Interest | 34% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2025-06-27 | 2025-07-01 | Completed | 34% | $27.81 | $27.87 | 0.21% | Signal |
| 2025-03-12 | 2025-06-27 | Interest | 34% | $1.00 | $1.01 | 1.26% | Interest Income |
| 2024-12-19 | 2025-04-21 | Interest | 33% | $1.00 | $1.01 | 1.40% | Interest Income |
| 2024-08-07 | 2025-04-04 | Interest | 33% | $1.00 | $1.03 | 2.75% | Interest Income |
| 2024-08-20 | 2025-03-12 | Completed | 34% | $27.09 | $27.19 | 0.38% | Signal |
| 2024-08-05 | 2024-12-19 | Completed | 33% | $27.30 | $26.54 | -2.79% | Signal |
| 2024-07-29 | 2024-08-20 | Interest | 34% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 33% | $27.30 | $26.97 | -1.24% | Signal |
| 2024-05-02 | 2024-08-05 | Interest | 33% | $1.00 | $1.01 | 1.08% | Interest Income |
| 2021-09-28 | 2024-08-05 | Interest | 33% | $1.00 | $1.10 | 10.11% | Interest Income |
| 2024-04-22 | 2024-07-29 | Completed | 34% | $25.54 | $26.57 | 4.06% | Signal |
| 2024-01-18 | 2024-05-02 | Completed | 33% | $26.06 | $25.61 | -1.74% | Signal |
| 2023-09-08 | 2024-04-22 | Interest | 34% | $1.00 | $1.03 | 2.64% | Interest Income |
| 2023-07-17 | 2024-01-18 | Interest | 33% | $1.00 | $1.02 | 2.16% | Interest Income |
| 2023-08-10 | 2023-09-08 | Completed | 34% | $25.52 | $25.30 | -0.87% | Signal |
| 2021-02-03 | 2023-08-10 | Interest | 34% | $1.00 | $1.07 | 6.62% | Interest Income |
| 2023-02-21 | 2023-07-17 | Completed | 33% | $25.17 | $25.64 | 1.85% | Signal |
| 2021-10-29 | 2023-02-21 | Interest | 33% | $1.00 | $1.04 | 3.69% | Interest Income |
| 2021-08-11 | 2021-10-29 | Completed | 33% | $28.55 | $28.08 | -1.65% | Signal |
| 2019-07-12 | 2021-09-28 | Completed | 33% | $26.38 | $28.29 | 7.26% | Signal |
| 2020-11-11 | 2021-08-11 | Interest | 33% | $1.00 | $1.01 | 0.99% | Interest Income |
| 2019-03-05 | 2021-02-03 | Completed | 34% | $25.30 | $28.76 | 13.68% | Signal |
| 2020-02-28 | 2020-11-11 | Completed | 33% | $27.94 | $28.75 | 2.92% | Signal |
| 2020-01-09 | 2020-02-28 | Interest | 33% | $1.00 | $1.00 | 0.22% | Interest Income |
| 2019-01-16 | 2020-01-09 | Completed | 33% | $25.23 | $26.88 | 6.53% | Signal |
| 2018-11-23 | 2019-07-12 | Interest | 33% | $1.00 | $1.02 | 1.57% | Interest Income |
| 2018-11-23 | 2019-03-05 | Interest | 34% | $1.00 | $1.01 | 0.73% | Interest Income |
| 2018-11-23 | 2019-01-16 | Interest | 33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2018-11-20 | 2018-11-23 | Completed | 33% | $24.71 | $24.71 | 0.02% | Signal |
| 2018-11-20 | 2018-11-23 | Completed | 34% | $24.71 | $24.71 | 0.02% | Signal |
| 2018-11-20 | 2018-11-23 | Completed | 33% | $24.71 | $24.71 | 0.02% | Signal |
| 2017-11-27 | 2018-11-20 | Interest | 34% | $1.00 | $1.03 | 2.82% | Interest Income |
| 2017-09-29 | 2018-11-20 | Interest | 33% | $1.00 | $1.03 | 3.20% | Interest Income |
| 2017-02-14 | 2018-11-20 | Interest | 33% | $1.00 | $1.05 | 4.68% | Interest Income |
| 2017-09-25 | 2017-11-27 | Completed | 34% | $24.93 | $24.82 | -0.47% | Signal |
| 2017-05-31 | 2017-09-29 | Completed | 33% | $24.84 | $24.91 | 0.28% | Signal |
| 2016-12-13 | 2017-09-25 | Interest | 34% | $1.00 | $1.02 | 1.81% | Interest Income |
| 2016-10-27 | 2017-05-31 | Interest | 33% | $1.00 | $1.01 | 1.37% | Interest Income |
| 2016-06-01 | 2017-02-14 | Completed | 33% | $24.79 | $24.56 | -0.90% | Signal |
| 2016-04-01 | 2016-12-13 | Completed | 34% | $24.81 | $24.49 | -1.26% | Signal |
| 2016-03-07 | 2016-10-27 | Completed | 33% | $24.60 | $24.93 | 1.33% | Signal |
| 2015-12-01 | 2016-06-01 | Interest | 33% | $1.00 | $1.01 | 0.96% | Interest Income |
| 2015-07-22 | 2016-04-01 | Interest | 34% | $1.00 | $1.01 | 1.45% | Interest Income |
| 2015-12-17 | 2016-03-07 | Interest | 33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2015-10-22 | 2015-12-17 | Completed | 33% | $24.53 | $24.25 | -1.15% | Signal |
| 2015-09-02 | 2015-12-01 | Completed | 33% | $24.27 | $24.28 | 0.01% | Signal |
| 2015-05-21 | 2015-10-22 | Interest | 33% | $1.00 | $1.01 | 0.94% | Interest Income |
| 2015-07-31 | 2015-09-02 | Interest | 33% | $1.00 | $1.00 | 0.20% | Interest Income |
| 2015-05-20 | 2015-07-31 | Completed | 33% | $24.15 | $24.31 | 0.66% | Signal |
| 2015-02-02 | 2015-07-22 | Completed | 34% | $24.38 | $24.22 | -0.65% | Signal |
| 2014-12-10 | 2015-05-21 | Completed | 33% | $24.02 | $24.22 | 0.83% | Signal |
| 2015-01-08 | 2015-05-20 | Interest | 33% | $1.00 | $1.01 | 0.72% | Interest Income |
| 2015-01-08 | 2015-02-02 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2015-01-06 | 2015-01-08 | Completed | 34% | $24.13 | $24.14 | 0.03% | Signal |
| 2015-01-06 | 2015-01-08 | Completed | 33% | $24.13 | $24.14 | 0.03% | Signal |
| 2013-06-17 | 2015-01-06 | Interest | 33% | $1.00 | $1.04 | 4.06% | Interest Income |
| 2013-01-31 | 2015-01-06 | Interest | 34% | $1.00 | $1.05 | 4.81% | Interest Income |
| 2012-10-26 | 2014-12-10 | Interest | 33% | $1.00 | $1.05 | 5.11% | Interest Income |
| 2010-10-11 | 2013-06-17 | Completed | 33% | $22.53 | $23.68 | 5.11% | Signal |
| 2011-08-25 | 2013-01-31 | Completed | 34% | $23.14 | $23.67 | 2.31% | Signal |
| 2012-06-22 | 2012-10-26 | Completed | 33% | $23.61 | $23.70 | 0.37% | Signal |
| 2012-03-19 | 2012-06-22 | Interest | 33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2011-06-27 | 2012-03-19 | Completed | 33% | $22.75 | $23.18 | 1.92% | Signal |
| 2011-06-03 | 2011-08-25 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2011-06-03 | 2011-06-27 | Interest | 33% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2011-05-31 | 2011-06-03 | Completed | 33% | $22.44 | $22.57 | 0.59% | Signal |
| 2011-05-31 | 2011-06-03 | Completed | 34% | $22.44 | $22.57 | 0.59% | Signal |
| 2011-03-21 | 2011-05-31 | Interest | 34% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2011-01-05 | 2011-05-31 | Interest | 33% | $1.00 | $1.01 | 1.34% | Interest Income |
| 2010-07-14 | 2011-03-21 | Completed | 34% | $21.84 | $22.15 | 1.40% | Signal |
| 2010-06-17 | 2011-01-05 | Completed | 33% | $21.66 | $21.89 | 1.09% | Signal |
| 2010-04-06 | 2010-10-11 | Interest | 33% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2009-08-06 | 2010-07-14 | Interest | 34% | $1.00 | $1.03 | 3.28% | Interest Income |
| 2010-02-18 | 2010-06-17 | Interest | 33% | $1.00 | $1.01 | 1.18% | Interest Income |
| 2009-05-22 | 2010-04-06 | Completed | 33% | $20.88 | $21.04 | 0.77% | Signal |
| 2009-11-04 | 2010-02-18 | Completed | 33% | $21.05 | $21.21 | 0.72% | Signal |
| 2009-05-20 | 2009-11-04 | Interest | 33% | $1.00 | $1.02 | 1.61% | Interest Income |
| 2009-05-22 | 2009-08-06 | Completed | 34% | $20.88 | $20.65 | -1.07% | Signal |
| 2009-05-20 | 2009-05-22 | Interest | 34% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-05-20 | 2009-05-22 | Interest | 33% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
