SPDR Portfolio Short Term Treasury ETF (SPTS): Rolling Returns

Data Source: from January 2012 to January 2024 (~12 years)
Consolidated Returns as of 31 January 2024

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

Considering all the available data source (~12 years), the longest period with a negative return lasted 99 months (from September 2014 to November 2022).

This means that every rolling period of 100 months or above has always granted a positive return.

To obtain comprehensive information, please consult the SPDR Portfolio Short Term Treasury ETF (SPTS) 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 SHORT TERM TREASURY ETF (SPTS) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Data Source: 1 February 2014 - 31 January 2024 (10 Years)
Data Source: 1 January 2012 - 31 January 2024 (~12 years)
Inflation Adjusted:
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -5.08 10/2021
09/2022
0.94$ -0.92 0.99$ 0.78 1.00$ 3.55 1.03$ 5.43 04/2019
03/2020
1.05$ 3.84 33.94%
2Y -2.64 11/2020
10/2022
0.94$ -1.45 0.97$ 0.83 1.01$ 2.71 1.05$ 4.18 05/2018
04/2020
1.08$ 0.64 34.02%
3Y -1.16 07/2020
06/2023
0.96$ -0.50 0.98$ 0.82 1.02$ 2.48 1.07$ 2.84 05/2018
04/2021
1.08$ -0.02 22.35%
4Y -0.78 09/2014
08/2018
0.96$ 0.50 1.02$ 1.19 1.04$ 1.84 1.07$ 2.11 01/2017
12/2020
1.08$ 0.62 1.37%
5Y 0.25 09/2014
08/2019
1.01$ 0.78 1.03$ 1.26 1.06$ 1.69 1.08$ 1.84 01/2016
12/2020
1.09$ 1.26 0.00%
6Y 0.27 10/2016
09/2022
1.01$ 0.60 1.03$ 1.22 1.07$ 1.62 1.10$ 1.78 04/2014
03/2020
1.11$ 1.37 0.00%
7Y 0.45 07/2016
06/2023
1.03$ 0.57 1.04$ 0.82 1.05$ 1.48 1.10$ 1.56 04/2014
03/2021
1.11$ 1.16 0.00%
8Y 0.07 09/2014
08/2022
1.00$ 0.61 1.04$ 0.75 1.06$ 0.97 1.08$ 1.19 02/2014
01/2022
1.09$ 1.00 0.00%
9Y 0.20 09/2014
08/2023
1.01$ 0.66 1.06$ 0.82 1.07$ 0.91 1.08$ 1.07 01/2015
12/2023
1.10$ 1.00 0.00%
10Y 1.08 02/2014
01/2024
1.11$ 1.08 1.11$ 1.08 1.11$ 1.08 1.11$ 1.08 02/2014
01/2024
1.11$ 1.08 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -12.27 10/2021
09/2022
0.87$ -6.80 0.93$ -1.27 0.98$ 1.98 1.01$ 4.92 05/2019
04/2020
1.04$ 0.71 57.80%
2Y -8.99 11/2020
10/2022
0.82$ -7.29 0.85$ -1.13 0.97$ 1.10 1.02$ 3.00 06/2018
05/2020
1.06$ -3.90 72.16%
3Y -6.54 07/2020
06/2023
0.81$ -5.38 0.84$ -1.29 0.96$ 0.46 1.01$ 0.97 02/2018
01/2021
1.02$ -5.38 75.29%
4Y -4.27 10/2019
09/2023
0.83$ -3.65 0.86$ -0.93 0.96$ -0.16 0.99$ 0.23 06/2016
05/2020
1.00$ -3.78 91.78%
5Y -3.33 11/2017
10/2022
0.84$ -2.93 0.86$ -1.12 0.94$ -0.13 0.99$ 0.23 06/2015
05/2020
1.01$ -2.79 91.80%
6Y -3.13 11/2016
10/2022
0.82$ -2.92 0.83$ -1.74 0.89$ 0.00 1.00$ 0.42 06/2014
05/2020
1.02$ -2.25 83.67%
7Y -2.91 03/2016
02/2023
0.81$ -2.74 0.82$ -2.25 0.85$ -0.41 0.97$ -0.02 02/2014
01/2021
0.99$ -2.25 100.00%
8Y -2.61 09/2014
08/2022
0.80$ -2.43 0.82$ -2.28 0.83$ -1.66 0.87$ -1.09 02/2014
01/2022
0.91$ -2.28 100.00%
9Y -2.59 09/2014
08/2023
0.78$ -2.08 0.82$ -1.98 0.83$ -1.90 0.84$ -1.83 04/2014
03/2023
0.84$ -2.06 100.00%
10Y -1.66 02/2014
01/2024
0.84$ -1.66 0.84$ -1.66 0.84$ -1.66 0.84$ -1.66 02/2014
01/2024
0.84$ -1.66 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -5.08 10/2021
09/2022
0.94$ -0.73 0.99$ 0.68 1.00$ 3.33 1.03$ 7.08 09/2013
08/2014
1.07$ 3.84 33.58%
2Y -2.64 11/2020
10/2022
0.94$ -1.42 0.97$ 0.75 1.01$ 2.31 1.04$ 4.18 05/2018
04/2020
1.08$ 0.64 27.05%
3Y -1.16 07/2020
06/2023
0.96$ -0.21 0.99$ 0.81 1.02$ 2.43 1.07$ 2.84 05/2018
04/2021
1.08$ -0.02 17.27%
4Y -0.78 09/2014
08/2018
0.96$ 0.57 1.02$ 0.93 1.03$ 1.79 1.07$ 2.11 01/2017
12/2020
1.08$ 0.62 1.02%
5Y 0.25 09/2014
08/2019
1.01$ 0.62 1.03$ 0.99 1.05$ 1.58 1.08$ 1.84 01/2016
12/2020
1.09$ 1.26 0.00%
6Y 0.27 10/2016
09/2022
1.01$ 0.51 1.03$ 0.83 1.05$ 1.53 1.09$ 1.78 04/2014
03/2020
1.11$ 1.37 0.00%
7Y 0.45 07/2016
06/2023
1.03$ 0.61 1.04$ 1.03 1.07$ 1.51 1.11$ 1.65 09/2013
08/2020
1.12$ 1.16 0.00%
8Y 0.07 09/2014
08/2022
1.00$ 0.67 1.05$ 1.10 1.09$ 1.37 1.11$ 1.45 09/2013
08/2021
1.12$ 1.00 0.00%
9Y 0.20 09/2014
08/2023
1.01$ 0.73 1.06$ 0.89 1.08$ 1.24 1.11$ 1.30 01/2012
12/2020
1.12$ 1.00 0.00%
10Y 0.53 11/2012
10/2022
1.05$ 0.61 1.06$ 0.77 1.07$ 0.97 1.10$ 1.10 01/2012
12/2021
1.11$ 1.08 0.00%
11Y 0.62 03/2012
02/2023
1.07$ 0.63 1.07$ 0.73 1.08$ 0.84 1.09$ 0.96 02/2013
01/2024
1.11$ 0.96 0.00%
12Y 0.93 01/2012
12/2023
1.11$ 0.93 1.11$ 0.93 1.11$ 0.94 1.11$ 0.94 02/2012
01/2024
1.11$ 0.94 0.00%
Annualized rolling and percentiles/median returns over full calendar month periods
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Rolling
Period
Worst Period
15th Percentile
50th Percentile
85th Percentile
Best Period
Latest Negative
Periods
Ann.
Return
From
To
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
Growth
of 1$
Ann.
Return
From
To
Growth
of 1$
1Y -12.27 10/2021
09/2022
0.87$ -4.87 0.95$ -1.24 0.98$ 1.67 1.01$ 5.28 09/2013
08/2014
1.05$ 0.71 64.18%
2Y -8.99 11/2020
10/2022
0.82$ -6.93 0.86$ -1.01 0.97$ 0.96 1.01$ 3.00 06/2018
05/2020
1.06$ -3.90 70.49%
3Y -6.54 07/2020
06/2023
0.81$ -5.17 0.85$ -0.53 0.98$ 0.46 1.01$ 0.97 02/2018
01/2021
1.02$ -5.38 75.45%
4Y -4.27 10/2019
09/2023
0.83$ -3.47 0.86$ -0.74 0.97$ -0.16 0.99$ 0.23 06/2016
05/2020
1.00$ -3.78 92.86%
5Y -3.33 11/2017
10/2022
0.84$ -2.86 0.86$ -0.83 0.95$ -0.33 0.98$ 0.23 06/2015
05/2020
1.01$ -2.79 94.19%
6Y -3.13 11/2016
10/2022
0.82$ -2.86 0.83$ -0.95 0.94$ -0.21 0.98$ 0.42 06/2014
05/2020
1.02$ -2.25 89.19%
7Y -2.91 03/2016
02/2023
0.81$ -2.69 0.82$ -0.75 0.94$ -0.10 0.99$ 0.20 07/2013
06/2020
1.01$ -2.25 88.71%
8Y -2.61 09/2014
08/2022
0.80$ -2.33 0.82$ -1.09 0.91$ -0.17 0.98$ -0.01 05/2012
04/2020
0.99$ -2.28 100.00%
9Y -2.59 09/2014
08/2023
0.78$ -2.06 0.82$ -1.76 0.85$ -0.63 0.94$ -0.29 01/2012
12/2020
0.97$ -2.06 100.00%
10Y -1.97 11/2013
10/2023
0.81$ -1.94 0.82$ -1.87 0.82$ -1.54 0.85$ -1.02 01/2012
12/2021
0.90$ -1.66 100.00%
11Y -1.90 08/2012
07/2023
0.80$ -1.89 0.81$ -1.83 0.81$ -1.72 0.82$ -1.67 02/2013
01/2024
0.83$ -1.67 100.00%
12Y -1.61 01/2012
12/2023
0.82$ -1.61 0.82$ -1.61 0.82$ -1.61 0.82$ -1.61 02/2012
01/2024
0.82$ -1.61 100.00%
Annualized rolling and percentiles/median returns over full calendar month periods

Annualized Rolling Returns - 1 Year (12 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.68% +7.08%
Sep 2013 - Aug 2014
-5.08%
Oct 2021 - Sep 2022
33.58%
45 out of 134
US Inflation Adjusted -1.24% +5.28%
Sep 2013 - Aug 2014
-12.27%
Oct 2021 - Sep 2022
64.18%
86 out of 134
1 Year Annualized Rolling Returns
Timeframes ending in every month
1 Year Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 2 Years (24 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.75% +4.18%
May 2018 - Apr 2020
-2.64%
Nov 2020 - Oct 2022
27.05%
33 out of 122
US Inflation Adjusted -1.01% +3.00%
Jun 2018 - May 2020
-8.99%
Nov 2020 - Oct 2022
70.49%
86 out of 122
2 Years Annualized Rolling Returns
Timeframes ending in every month
2 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 3 Years (36 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.81% +2.84%
May 2018 - Apr 2021
-1.16%
Jul 2020 - Jun 2023
17.27%
19 out of 110
US Inflation Adjusted -0.53% +0.97%
Feb 2018 - Jan 2021
-6.54%
Jul 2020 - Jun 2023
75.45%
83 out of 110
3 Years Annualized Rolling Returns
Timeframes ending in every month
3 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 4 Years (48 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.93% +2.11%
Jan 2017 - Dec 2020
-0.78%
Sep 2014 - Aug 2018
1.02%
1 out of 98
US Inflation Adjusted -0.74% +0.23%
Jun 2016 - May 2020
-4.27%
Oct 2019 - Sep 2023
92.86%
91 out of 98
4 Years Annualized Rolling Returns
Timeframes ending in every month
4 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 5 Years (60 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.99% +1.84%
Jan 2016 - Dec 2020
+0.25%
Sep 2014 - Aug 2019
0.00%
0 out of 86
US Inflation Adjusted -0.83% +0.23%
Jun 2015 - May 2020
-3.33%
Nov 2017 - Oct 2022
94.19%
81 out of 86
5 Years Annualized Rolling Returns
Timeframes ending in every month
5 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 6 Years (72 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.83% +1.78%
Apr 2014 - Mar 2020
+0.27%
Oct 2016 - Sep 2022
0.00%
0 out of 74
US Inflation Adjusted -0.95% +0.42%
Jun 2014 - May 2020
-3.13%
Nov 2016 - Oct 2022
89.19%
66 out of 74
6 Years Annualized Rolling Returns
Timeframes ending in every month
6 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 7 Years (84 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.03% +1.65%
Sep 2013 - Aug 2020
+0.45%
Jul 2016 - Jun 2023
0.00%
0 out of 62
US Inflation Adjusted -0.75% +0.20%
Jul 2013 - Jun 2020
-2.91%
Mar 2016 - Feb 2023
88.71%
55 out of 62
7 Years Annualized Rolling Returns
Timeframes ending in every month
7 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 8 Years (96 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +1.10% +1.45%
Sep 2013 - Aug 2021
+0.07%
Sep 2014 - Aug 2022
0.00%
0 out of 50
US Inflation Adjusted -1.09% -0.01%
May 2012 - Apr 2020
-2.61%
Sep 2014 - Aug 2022
100.00%
50 out of 50
8 Years Annualized Rolling Returns
Timeframes ending in every month
8 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 9 Years (108 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.89% +1.30%
Jan 2012 - Dec 2020
+0.20%
Sep 2014 - Aug 2023
0.00%
0 out of 38
US Inflation Adjusted -1.76% -0.29%
Jan 2012 - Dec 2020
-2.59%
Sep 2014 - Aug 2023
100.00%
38 out of 38
9 Years Annualized Rolling Returns
Timeframes ending in every month
9 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 10 Years (120 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.77% +1.10%
Jan 2012 - Dec 2021
+0.53%
Nov 2012 - Oct 2022
0.00%
0 out of 26
US Inflation Adjusted -1.87% -1.02%
Jan 2012 - Dec 2021
-1.97%
Nov 2013 - Oct 2023
100.00%
26 out of 26
10 Years Annualized Rolling Returns
Timeframes ending in every month
10 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 11 Years (132 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.73% +0.96%
Feb 2013 - Jan 2024
+0.62%
Mar 2012 - Feb 2023
0.00%
0 out of 14
US Inflation Adjusted -1.83% -1.67%
Feb 2013 - Jan 2024
-1.90%
Aug 2012 - Jul 2023
100.00%
14 out of 14
11 Years Annualized Rolling Returns
Timeframes ending in every month
11 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

Annualized Rolling Returns - 12 Years (144 months)

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Median Best Worst Negative Periods
Annualized Rolling Return +0.93% +0.94%
Feb 2012 - Jan 2024
+0.93%
Jan 2012 - Dec 2023
0.00%
0 out of 2
US Inflation Adjusted -1.61% -1.61%
Feb 2012 - Jan 2024
-1.61%
Jan 2012 - Dec 2023
100.00%
2 out of 2
12 Years Annualized Rolling Returns
Timeframes ending in every month
12 Years Annualized Rolling Returns
Annualized Rolling Return Distribution

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