SPHY State Street SPDR Portfolio High Yield Bond ETF
ETF
Close 10/9
Price and fund-flow snapshot
As of 2026-10-09
Risk / liquidity: Good.
Momentum Neutral All 2 indicators are Average.
Risk / liquidity Good 60-day annualized volatility is Top, but 20-day dollar volume is Average.
State Street SPDR Portfolio High Yield Bond ETF (SPHY) peers and tracking
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State Street SPDR Portfolio High Yield Bond ETF (SPHY) quant signal backtests
Holding-period returns in its own history
Since 2016-01-04, 80.0% of 2,456 one-year holding periods ended with a gain; the median one-year return was +6.8%. Over three-year holding periods, 98.6% of 1,952 ended with a gain (median +14.7%).
A holding period starts on every trading day, so periods overlap; they describe the historical distribution rather than independent outcomes.
More history: Signals not active now
Signals not active now
Inactive signals still show this ETF’s historical forward-return distribution for context.
52-week adjusted-price high
PendingAdjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.
32 times historically; 60-day forward avg +0.78%, win rate 74.2%, beating the market by -1.93 pts on average.
20% below its peak
PendingAdjusted close first falls 20% or more below its highest level so far; repeated hits within 20 days count once.
Back above the 200-day average
PendingAdjusted close crosses from below to above its 200-day moving average; repeated crosses within 20 days count once.
12 times historically; 60-day forward avg +2.6%, win rate 72.7%, beating the market by -2.97 pts on average.
Top-quintile 6-month momentum
PendingThe ETF ranks in the top 20% of liquid US-listed ETFs by 126-day adjusted return.
Continue researching State Street SPDR Portfolio High Yield Bond ETF with the evidence above.
Continue in Studio ↗Method and limits
- Returns use us_fund_price:adj_close (finlab data.set_market('us_fund')), adjusted for splits and for distributions where the data includes them.
- Excess returns use world_index:^GSPC, the S&P 500 price index without dividends, as the benchmark.
- Percentiles and the 6-month momentum signal compare against the most liquid US-listed ETFs by 20-day dollar volume; mutual funds are excluded.
- Category labels come from the fund data where it provides one (bond, income, crypto) and from the fund name for leveraged, inverse and commodity ETFs.
- Overlapping event windows are descriptive distributions, not independent samples.
This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.