SPDR Portfolio Intermediate Term Treasury ETF (SPTI): Rolling Returns

Data Source: from June 2007 to June 2024 (~17 years)
Consolidated Returns as of 30 June 2024

Holding the SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF, how long should you stay invested to have high probability to obtain a positive return?

Considering all the available data source (~17 years), the longest period with a negative return lasted 92 months (from March 2016 to October 2023).

This means that every rolling period of 93 months or above has always granted a positive return.

To obtain comprehensive information, please consult the SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF: Historical Returns page.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

SPDR PORTFOLIO INTERMEDIATE TERM TREASURY ETF (SPTI) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 July 2014 - 30 June 2024 (10 Years)
Data Source: 1 June 2007 - 30 June 2024 (~17 years)
Inflation Adjusted:

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Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.03% +12.06%
May 2019 - Apr 2020
-12.12%
Nov 2021 - Oct 2022
32.99%
64 out of 194
US Inflation Adjusted +0.12% +11.67%
May 2019 - Apr 2020
-18.76%
Oct 2021 - Sep 2022
48.45%
94 out of 194
1 Year Annualized Rolling Returns
Timeframes ending in every month

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1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.02% +8.90%
Aug 2018 - Jul 2020
-7.42%
Nov 2020 - Oct 2022
21.43%
39 out of 182
US Inflation Adjusted +0.31% +7.41%
May 2018 - Apr 2020
-13.46%
Nov 2020 - Oct 2022
46.70%
85 out of 182
2 Years Annualized Rolling Returns
Timeframes ending in every month

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2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.74% +7.30%
Jul 2007 - Jun 2010
-5.00%
Nov 2020 - Oct 2023
14.71%
25 out of 170
US Inflation Adjusted +0.28% +5.63%
Jul 2007 - Jun 2010
-10.14%
Nov 2020 - Oct 2023
40.00%
68 out of 170
3 Years Annualized Rolling Returns
Timeframes ending in every month

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3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.96% +6.15%
Jul 2007 - Jun 2011
-3.08%
May 2020 - Apr 2024
10.13%
16 out of 158
US Inflation Adjusted +0.27% +4.02%
Jul 2007 - Jun 2011
-7.84%
May 2020 - Apr 2024
41.14%
65 out of 158
4 Years Annualized Rolling Returns
Timeframes ending in every month

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4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.17% +5.95%
Jul 2007 - Jun 2012
-0.35%
Jun 2019 - May 2024
2.74%
4 out of 146
US Inflation Adjusted +0.19% +3.90%
Jul 2007 - Jun 2012
-4.34%
Jun 2019 - May 2024
41.78%
61 out of 146
5 Years Annualized Rolling Returns
Timeframes ending in every month

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5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.07% +4.86%
Jun 2007 - May 2013
-0.15%
Nov 2016 - Oct 2022
2.24%
3 out of 134
US Inflation Adjusted +0.33% +2.87%
Jun 2007 - May 2013
-3.68%
Nov 2017 - Oct 2023
41.04%
55 out of 134
6 Years Annualized Rolling Returns
Timeframes ending in every month

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6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.93% +4.30%
Jul 2007 - Jun 2014
-0.12%
Nov 2016 - Oct 2023
1.64%
2 out of 122
US Inflation Adjusted +0.20% +2.30%
Jul 2007 - Jun 2014
-3.50%
Nov 2016 - Oct 2023
44.26%
54 out of 122
7 Years Annualized Rolling Returns
Timeframes ending in every month

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7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.00% +3.97%
Jun 2007 - May 2015
+0.18%
Nov 2015 - Oct 2023
0.00%
0 out of 110
US Inflation Adjusted +0.31% +2.21%
Jun 2007 - May 2015
-3.01%
May 2016 - Apr 2024
34.55%
38 out of 110
8 Years Annualized Rolling Returns
Timeframes ending in every month

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8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.03% +3.98%
Jul 2007 - Jun 2016
+0.36%
Nov 2014 - Oct 2023
0.00%
0 out of 98
US Inflation Adjusted +0.19% +2.28%
Jul 2007 - Jun 2016
-2.57%
May 2015 - Apr 2024
41.84%
41 out of 98
9 Years Annualized Rolling Returns
Timeframes ending in every month

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9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.13% +3.43%
Jul 2007 - Jun 2017
+0.42%
Nov 2012 - Oct 2022
0.00%
0 out of 86
US Inflation Adjusted +0.46% +1.74%
Jul 2007 - Jun 2017
-2.26%
Nov 2013 - Oct 2023
39.53%
34 out of 86
10 Years Annualized Rolling Returns
Timeframes ending in every month

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10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.30% +3.12%
Aug 2009 - Jul 2020
+0.39%
Nov 2012 - Oct 2023
0.00%
0 out of 74
US Inflation Adjusted +0.36% +1.45%
Sep 2008 - Aug 2019
-2.17%
Nov 2012 - Oct 2023
43.24%
32 out of 74
11 Years Annualized Rolling Returns
Timeframes ending in every month

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11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.38% +3.43%
Jul 2007 - Jun 2019
+0.54%
Nov 2011 - Oct 2023
0.00%
0 out of 62
US Inflation Adjusted +0.27% +1.94%
Aug 2008 - Jul 2020
-1.98%
Nov 2011 - Oct 2023
46.77%
29 out of 62
12 Years Annualized Rolling Returns
Timeframes ending in every month

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12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 13 Years (156 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.77% +3.86%
Jul 2007 - Jun 2020
+0.75%
Nov 2010 - Oct 2023
0.00%
0 out of 50
US Inflation Adjusted -0.67% +2.16%
Jul 2007 - Jun 2020
-1.84%
Nov 2010 - Oct 2023
62.00%
31 out of 50
13 Years Annualized Rolling Returns
Timeframes ending in every month

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13 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 14 Years (168 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.54% +3.43%
Jul 2007 - Jun 2021
+1.15%
Nov 2009 - Oct 2023
0.00%
0 out of 38
US Inflation Adjusted -0.95% +1.48%
Jun 2007 - May 2021
-1.36%
Nov 2009 - Oct 2023
68.42%
26 out of 38
14 Years Annualized Rolling Returns
Timeframes ending in every month

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14 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 15 Years (180 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.75% +2.64%
Aug 2007 - Jul 2022
+1.31%
May 2009 - Apr 2024
0.00%
0 out of 26
US Inflation Adjusted -0.55% +0.30%
Jun 2007 - May 2022
-1.27%
May 2009 - Apr 2024
88.46%
23 out of 26
15 Years Annualized Rolling Returns
Timeframes ending in every month

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15 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 16 Years (192 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.86% +2.34%
Jun 2007 - May 2023
+1.65%
May 2008 - Apr 2024
0.00%
0 out of 14
US Inflation Adjusted -0.52% -0.08%
Jun 2007 - May 2023
-0.74%
May 2008 - Apr 2024
100.00%
14 out of 14
16 Years Annualized Rolling Returns
Timeframes ending in every month

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16 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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Annualized Rolling Returns - 17 Years (204 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +2.22% +2.31%
Jul 2007 - Jun 2024
+2.22%
Jun 2007 - May 2024
0.00%
0 out of 2
US Inflation Adjusted -0.25% -0.15%
Jul 2007 - Jun 2024
-0.25%
Jun 2007 - May 2024
100.00%
2 out of 2
17 Years Annualized Rolling Returns
Timeframes ending in every month

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17 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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To obtain comprehensive information, please consult the SPDR Portfolio Intermediate Term Treasury ETF (SPTI) ETF: Historical Returns page.