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% | 2.06% | 0.20% | 2.66% | 1.40% | 2.48% | 1.85% |
| Sharpe Ratio | 0.80 | 0.80 | 0.60 | 0.04 | 0.84 | 0.32 | 0.83 | 0.47 |
| Max Drawdown | -2.39% | -2.39% | -4.63% | -15.06% | -4.63% | -16.11% | -4.63% | -16.11% |
| % Time Invested | 100.0% | 100.0% | 56.6% | 100.0% | 62.6% | 100.0% | 69.7% | 100.0% |
| Trades / Year | 0.0 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 | 0.6 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-03-19 | Open | Open | 100% | $27.21 | $28.50 | 4.74% | Mark-to-Market |
| 2025-02-25 | 2025-03-19 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-01-04 | 2025-02-25 | Completed | 100% | $26.11 | $27.09 | 3.77% | Signal |
| 2023-08-14 | 2024-01-04 | Interest | 100% | $1.00 | $1.02 | 1.70% | Interest Income |
| 2023-03-23 | 2023-08-14 | Completed | 100% | $25.96 | $25.26 | -2.68% | Signal |
| 2021-10-28 | 2023-03-23 | Interest | 100% | $1.00 | $1.04 | 4.03% | Interest Income |
| 2021-08-20 | 2021-10-28 | Completed | 100% | $28.66 | $28.16 | -1.77% | Signal |
| 2020-12-21 | 2021-08-20 | Interest | 100% | $1.00 | $1.01 | 0.93% | Interest Income |
| 2018-12-06 | 2020-12-21 | Completed | 100% | $24.92 | $28.88 | 15.90% | Signal |
| 2018-11-12 | 2018-12-06 | Interest | 100% | $1.00 | $1.00 | 0.19% | Interest Income |
| 2018-08-17 | 2018-11-12 | Completed | 100% | $24.71 | $24.54 | -0.69% | Signal |
| 2017-12-21 | 2018-08-17 | Interest | 100% | $1.00 | $1.02 | 1.84% | Interest Income |
| 2017-05-31 | 2017-12-21 | Completed | 100% | $24.84 | $24.71 | -0.55% | Signal |
| 2016-11-28 | 2017-05-31 | Interest | 100% | $1.00 | $1.01 | 1.20% | Interest Income |
| 2014-02-19 | 2016-11-28 | Completed | 100% | $23.67 | $24.52 | 3.59% | Signal |
| 2013-06-26 | 2014-02-19 | Interest | 100% | $1.00 | $1.02 | 1.76% | Interest Income |
| 2013-04-15 | 2013-06-26 | Completed | 100% | $23.86 | $23.42 | -1.87% | Signal |
| 2013-02-21 | 2013-04-15 | Interest | 100% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2011-05-31 | 2013-02-21 | Completed | 100% | $22.44 | $23.71 | 5.65% | Signal |
| 2011-02-04 | 2011-05-31 | Interest | 100% | $1.00 | $1.01 | 1.05% | Interest Income |
| 2009-10-14 | 2011-02-04 | Completed | 100% | $21.07 | $21.85 | 3.71% | Signal |
| 2009-07-01 | 2009-10-14 | Interest | 100% | $1.00 | $1.01 | 1.00% | Interest Income |
| 2009-05-22 | 2009-07-01 | Completed | 100% | $20.88 | $20.71 | -0.77% | Signal |
| 2009-05-20 | 2009-05-22 | Interest | 100% | $1.00 | $1.00 | 0.01% | Interest Income |
Return Distribution Analysis
