SPYM
SPDR Portfolio S&P 500 ETF
TREND FOLLOWING PERFORMANCE HISTORY
2026-04-29
Trading Style:
Strategy:
SPYM Quality Metrics & KPI Summary
| Metric | 1Y | 5Y | 10Y | Full History | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| CAGR | 21.32% | 30.03% | 8.13% | 12.73% | 13.33% | 15.22% | 10.45% | 11.02% |
| Sharpe Ratio | 1.76 | 2.13 | 0.68 | 0.72 | 1.02 | 0.79 | 0.85 | 0.55 |
| Max Drawdown | -8.90% | -8.90% | -16.96% | -24.48% | -16.96% | -33.87% | -18.19% | -53.40% |
| % Time Invested | 99.6% | 100.0% | 92.4% | 100.0% | 95.3% | 100.0% | 92.2% | 100.0% |
| Trades / Year | 3.0 | 0.0 | 2.2 | 0.0 | 2.5 | 0.0 | 2.5 | 0.0 |
Trade History
| Entry Date | Exit Date | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|
| 2025-09-10 | Open | Open | 34% | $76.26 | $83.76 | 9.83% | Mark-to-Market |
| 2025-04-30 | Open | Open | 33% | $63.67 | $83.76 | 31.56% | Mark-to-Market |
| 2026-04-06 | Open | Interest | 33% | $1.00 | $1.00 | 0.30% | Mark-to-Market |
| 2025-07-11 | 2026-04-06 | Completed | 33% | $72.65 | $77.19 | 6.25% | Signal |
| 2025-07-17 | 2025-09-10 | Interest | 34% | $1.00 | $1.01 | 0.63% | Interest Income |
| 2025-04-30 | 2025-07-17 | Completed | 34% | $63.67 | $72.83 | 14.39% | Signal |
| 2025-05-06 | 2025-07-11 | Interest | 33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2025-05-01 | 2025-05-06 | Completed | 33% | $65.16 | $64.88 | -0.42% | Signal |
| 2025-03-28 | 2025-05-01 | Interest | 33% | $1.00 | $1.00 | 0.38% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 34% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-12-05 | 2025-04-07 | Completed | 33% | $51.84 | $56.86 | 9.68% | Stop |
| 2023-04-17 | 2025-04-07 | Completed | 34% | $46.58 | $56.86 | 22.07% | Stop |
| 2024-01-02 | 2025-03-28 | Completed | 33% | $53.99 | $65.74 | 21.77% | Signal |
| 2023-11-07 | 2024-01-02 | Interest | 33% | $1.00 | $1.01 | 0.61% | Interest Income |
| 2023-11-10 | 2023-12-05 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2023-11-10 | Completed | 33% | $49.81 | $49.64 | -0.35% | Signal |
| 2022-11-16 | 2023-11-08 | Interest | 33% | $1.00 | $1.04 | 3.78% | Interest Income |
| 2023-01-27 | 2023-11-07 | Completed | 33% | $45.42 | $49.61 | 9.21% | Signal |
| 2022-05-10 | 2023-04-17 | Interest | 34% | $1.00 | $1.03 | 3.19% | Interest Income |
| 2022-02-25 | 2023-01-27 | Interest | 33% | $1.00 | $1.03 | 2.91% | Interest Income |
| 2022-10-25 | 2022-11-16 | Completed | 33% | $42.44 | $44.45 | 4.74% | Signal |
| 2022-10-03 | 2022-10-25 | Interest | 33% | $1.00 | $1.00 | 0.25% | Interest Income |
| 2022-06-02 | 2022-10-03 | Completed | 33% | $45.47 | $40.44 | -11.04% | Stop |
| 2022-05-10 | 2022-06-02 | Interest | 33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2022-03-21 | 2022-05-10 | Completed | 34% | $49.33 | $44.94 | -8.90% | Stop |
| 2020-04-01 | 2022-05-10 | Completed | 33% | $26.72 | $44.94 | 68.21% | Stop |
| 2022-02-25 | 2022-03-21 | Interest | 34% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2020-09-10 | 2022-02-25 | Completed | 34% | $37.00 | $47.57 | 28.58% | Stop |
| 2020-06-25 | 2022-02-25 | Completed | 33% | $32.83 | $47.57 | 44.92% | Stop |
| 2020-08-13 | 2020-09-10 | Interest | 34% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-08-11 | 2020-08-13 | Completed | 34% | $36.46 | $36.43 | -0.10% | Signal |
| 2020-06-26 | 2020-08-11 | Interest | 34% | $1.00 | $1.00 | 0.08% | Interest Income |
| 2020-03-24 | 2020-06-26 | Completed | 34% | $25.22 | $33.12 | 31.32% | Signal |
| 2020-04-09 | 2020-06-25 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2020-03-24 | 2020-04-09 | Completed | 33% | $25.22 | $29.88 | 18.47% | Signal |
| 2020-03-10 | 2020-04-01 | Interest | 33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2020-03-02 | 2020-03-24 | Interest | 34% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2019-01-16 | 2020-03-10 | Completed | 33% | $27.33 | $30.48 | 11.54% | Stop |
| 2019-06-17 | 2020-03-02 | Completed | 34% | $30.59 | $31.92 | 4.35% | Stop |
| 2019-03-27 | 2020-03-02 | Completed | 33% | $29.65 | $31.92 | 7.66% | Stop |
| 2019-02-05 | 2019-06-17 | Interest | 34% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2018-11-30 | 2019-03-27 | Interest | 33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2019-01-11 | 2019-02-05 | Completed | 34% | $27.01 | $28.62 | 5.99% | Signal |
| 2018-12-21 | 2019-01-16 | Interest | 33% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2018-12-18 | 2019-01-11 | Interest | 34% | $1.00 | $1.00 | 0.17% | Interest Income |
| 2016-09-26 | 2018-12-21 | Completed | 33% | $21.53 | $25.73 | 19.52% | Stop |
| 2016-07-12 | 2018-12-18 | Completed | 34% | $21.41 | $26.69 | 24.63% | Stop |
| 2018-07-10 | 2018-11-30 | Completed | 33% | $28.92 | $28.45 | -1.60% | Signal |
| 2018-05-07 | 2018-07-10 | Interest | 33% | $1.00 | $1.01 | 0.51% | Interest Income |
| 2016-05-03 | 2018-05-07 | Completed | 33% | $20.44 | $27.55 | 34.78% | Signal |
| 2016-05-25 | 2016-09-26 | Interest | 33% | $1.00 | $1.01 | 0.54% | Interest Income |
| 2016-03-09 | 2016-07-12 | Interest | 34% | $1.00 | $1.01 | 0.60% | Interest Income |
| 2011-08-31 | 2016-05-25 | Completed | 33% | $11.08 | $20.72 | 87.08% | Signal |
| 2016-03-09 | 2016-05-03 | Interest | 33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2016-03-07 | 2016-03-09 | Completed | 33% | $19.66 | $19.54 | -0.62% | Signal |
| 2016-03-07 | 2016-03-09 | Completed | 34% | $19.66 | $19.54 | -0.62% | Signal |
| 2016-02-11 | 2016-03-07 | Interest | 33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2015-10-14 | 2016-03-07 | Interest | 34% | $1.00 | $1.01 | 0.81% | Interest Income |
| 2015-12-24 | 2016-02-11 | Completed | 33% | $20.26 | $17.91 | -11.60% | Signal |
| 2015-08-24 | 2015-12-24 | Interest | 33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2015-09-17 | 2015-10-14 | Completed | 34% | $19.69 | $19.74 | 0.28% | Signal |
| 2015-08-25 | 2015-09-17 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2012-03-16 | 2015-08-25 | Completed | 34% | $12.85 | $19.21 | 49.45% | Stop |
| 2012-09-05 | 2015-08-24 | Completed | 33% | $12.98 | $18.53 | 42.77% | Signal |
| 2012-07-06 | 2012-09-05 | Interest | 33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2011-12-28 | 2012-07-06 | Completed | 33% | $11.45 | $12.43 | 8.53% | Signal |
| 2011-10-06 | 2012-03-16 | Interest | 34% | $1.00 | $1.01 | 0.89% | Interest Income |
| 2011-07-29 | 2011-12-28 | Interest | 33% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2011-08-30 | 2011-10-06 | Completed | 34% | $10.94 | $10.37 | -5.21% | Signal |
| 2011-08-09 | 2011-08-31 | Interest | 33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2011-08-08 | 2011-08-30 | Interest | 34% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2010-06-01 | 2011-08-09 | Completed | 33% | $9.55 | $10.31 | 7.97% | Stop |
| 2010-12-07 | 2011-08-08 | Completed | 34% | $11.06 | $10.53 | -4.79% | Stop |
| 2010-10-13 | 2011-07-29 | Completed | 33% | $10.49 | $11.70 | 11.48% | Signal |
| 2010-09-30 | 2010-12-07 | Interest | 34% | $1.00 | $1.00 | 0.49% | Interest Income |
| 2010-07-13 | 2010-10-13 | Interest | 33% | $1.00 | $1.01 | 0.69% | Interest Income |
| 2010-06-01 | 2010-09-30 | Completed | 34% | $9.55 | $10.26 | 7.52% | Signal |
| 2010-06-01 | 2010-07-13 | Completed | 33% | $9.55 | $9.65 | 1.04% | Signal |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 34% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-05-07 | 2010-06-01 | Interest | 33% | $1.00 | $1.00 | 0.21% | Interest Income |
| 2010-03-30 | 2010-05-07 | Completed | 33% | $10.29 | $9.88 | -4.04% | Stop |
| 2009-08-20 | 2010-05-07 | Completed | 34% | $8.69 | $9.88 | 13.65% | Stop |
| 2009-05-29 | 2010-05-07 | Completed | 33% | $7.87 | $9.88 | 25.51% | Stop |
| 2009-09-01 | 2010-03-30 | Interest | 33% | $1.00 | $1.02 | 2.02% | Interest Income |
| 2009-08-28 | 2009-09-01 | Completed | 33% | $8.99 | $8.90 | -1.08% | Signal |
| 2008-07-08 | 2009-08-28 | Interest | 33% | $1.00 | $1.04 | 3.83% | Interest Income |
| 2008-01-09 | 2009-08-20 | Interest | 34% | $1.00 | $1.06 | 5.65% | Interest Income |
| 2008-07-29 | 2009-05-29 | Interest | 33% | $1.00 | $1.03 | 2.65% | Interest Income |
| 2008-06-16 | 2008-07-29 | Completed | 33% | $11.43 | $10.51 | -8.01% | Signal |
| 2007-11-12 | 2008-07-08 | Completed | 33% | $11.96 | $10.54 | -11.84% | Stop |
| 2008-01-07 | 2008-06-16 | Interest | 33% | $1.00 | $1.02 | 1.63% | Interest Income |
| 2007-11-12 | 2008-01-09 | Completed | 34% | $11.96 | $11.52 | -3.65% | Signal |
| 2007-12-03 | 2008-01-07 | Completed | 33% | $12.29 | $11.75 | -4.38% | Signal |
| 2007-11-08 | 2007-12-03 | Interest | 33% | $1.00 | $1.00 | 0.24% | Interest Income |
| 2007-11-08 | 2007-11-12 | Interest | 34% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2007-11-08 | 2007-11-12 | Interest | 33% | $1.00 | $1.00 | 0.02% | Interest Income |
Return Distribution Analysis
