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 | 2.84% | 2.84% | 3.10% | 0.20% | 2.53% | 1.40% | 2.23% | 1.85% |
| Sharpe Ratio | 0.80 | 0.80 | 1.65 | 0.04 | 1.13 | 0.32 | 0.94 | 0.47 |
| Max Drawdown | -2.39% | -2.39% | -2.39% | -15.06% | -3.70% | -16.11% | -3.77% | -16.11% |
| % Time Invested | 100.0% | 100.0% | 30.3% | 100.0% | 39.7% | 100.0% | 46.3% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.2 | 0.0 | 0.4 | 0.0 | 0.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-04-15 | Open | Open | 100% | $27.37 | $28.50 | 4.14% | Mark-to-Market |
| 2024-08-07 | 2025-04-15 | Interest | 100% | $1.00 | $1.03 | 2.87% | Interest Income |
| 2024-08-05 | 2024-08-07 | Completed | 100% | $27.30 | $26.97 | -1.24% | Signal |
| 2021-10-15 | 2024-08-05 | Interest | 100% | $1.00 | $1.10 | 10.02% | Interest Income |
| 2019-07-31 | 2021-10-15 | Completed | 100% | $26.48 | $28.23 | 6.58% | Signal |
| 2018-11-23 | 2019-07-31 | Interest | 100% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2018-11-20 | 2018-11-23 | Completed | 100% | $24.71 | $24.71 | 0.02% | Signal |
| 2017-03-09 | 2018-11-20 | Interest | 100% | $1.00 | $1.05 | 4.52% | Interest Income |
| 2016-06-27 | 2017-03-09 | Completed | 100% | $25.17 | $24.45 | -2.87% | Signal |
| 2015-12-31 | 2016-06-27 | Interest | 100% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2015-09-21 | 2015-12-31 | Completed | 100% | $24.38 | $24.27 | -0.44% | Signal |
| 2015-01-08 | 2015-09-21 | Interest | 100% | $1.00 | $1.01 | 1.48% | Interest Income |
| 2015-01-06 | 2015-01-08 | Completed | 100% | $24.13 | $24.14 | 0.03% | Signal |
| 2013-07-05 | 2015-01-06 | Interest | 100% | $1.00 | $1.04 | 3.93% | Interest Income |
| 2010-11-02 | 2013-07-05 | Completed | 100% | $22.50 | $23.33 | 3.69% | Signal |
| 2010-04-21 | 2010-11-02 | Interest | 100% | $1.00 | $1.02 | 1.59% | Interest Income |
| 2009-05-22 | 2010-04-21 | Completed | 100% | $20.88 | $21.21 | 1.62% | Signal |
| 2009-05-20 | 2009-05-22 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
