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2026-03-10
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2026-03-10, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.


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The earliest data available for this chart is Jul 15, 2025, corresponding to the inception date of QDAY.NEO

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-2.33%-3.84%-1.98%29.73%16.86%10.37%12.29%
Portfolio
2026-03-10
0.67%-2.42%-0.95%-3.64%
AQN
Algonquin Power & Utilities Corp
0.00%3.56%2.38%10.28%34.32%-4.19%-12.35%2.22%
CAR-UN.TO
Canadian Apartment Properties Real Estate Investment Trust
0.94%-3.27%-1.21%-8.17%-3.24%-4.28%-5.61%5.41%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
-0.91%-19.86%-42.18%-60.89%-95.90%-76.98%-70.13%-74.74%
TSDD
GraniteShares 2x Short TSLA Daily ETF
10.91%16.68%42.04%13.09%-81.34%
QDAY.NEO
Hamilton EnhancedTechnology DayMAX™ ETF
0.06%-6.12%-12.33%-14.91%
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
-0.51%-1.92%3.63%4.06%
GGRO.TO
iShares ESG Growth ETF Portfolio
-0.21%-2.38%-2.09%-2.14%25.56%13.70%6.96%
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)
-0.56%-2.62%-0.01%4.94%27.33%10.53%7.03%8.87%
CGL-C.TO
iShares Gold Bullion ETF
-1.99%-9.44%8.42%19.85%52.78%32.33%21.33%13.72%
MA
Mastercard Inc
0.36%-5.53%-13.44%-14.75%1.33%11.07%6.92%18.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 16, 2025, 2026-03-10's average daily return is -0.04%, while the average monthly return is -0.72%.

Historically, 50% of months were positive and 50% were negative. The best month was Feb 2026 with a return of +2.3%, while the worst month was Sep 2025 at -4.6%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2026-03-10 closed higher 48% of trading days. The best single day was Nov 7, 2025 with a return of +1.9%, while the worst single day was Oct 13, 2025 at -2.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.12%2.29%-3.86%0.60%-0.95%
20250.64%-0.72%-4.61%-3.04%1.84%-0.45%-6.31%

Benchmark Metrics

2026-03-10 has an annualized alpha of -7.47%, beta of -0.27, and R² of 0.10 versus S&P 500 Index. Calculated based on daily prices since July 16, 2025.

  • This portfolio participated in 37.28% of S&P 500 Index downside but only -40.83% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of -0.27 may look defensive, but with R² of 0.10 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.10 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-7.47%
Beta
-0.27
0.10
Upside Capture
-40.83%
Downside Capture
37.28%

Expense Ratio

2026-03-10 has an expense ratio of 0.49%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AQN
Algonquin Power & Utilities Corp
690.751.401.202.074.42
CAR-UN.TO
Canadian Apartment Properties Real Estate Investment Trust
23-0.44-0.490.94-0.38-0.64
SOXS
Direxion Daily Semiconductor Bear 3x Shares
1-0.78-2.040.74-0.97-1.09
TSDD
GraniteShares 2x Short TSLA Daily ETF
2-0.68-0.880.89-0.86-0.99
QDAY.NEO
Hamilton EnhancedTechnology DayMAX™ ETF
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
GGRO.TO
iShares ESG Growth ETF Portfolio
621.211.681.231.977.53
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)
510.991.521.211.536.12
CGL-C.TO
iShares Gold Bullion ETF
771.732.171.322.539.10
MA
Mastercard Inc
20-0.39-0.380.95-0.50-1.21

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 2026-03-10. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

2026-03-10 provided a 4.68% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio4.68%4.70%2.73%4.91%2.72%1.76%2.15%2.05%1.28%1.10%1.28%1.33%
AQN
Algonquin Power & Utilities Corp
4.17%4.23%7.80%6.87%10.94%4.62%3.68%3.90%4.99%4.18%4.88%4.77%
CAR-UN.TO
Canadian Apartment Properties Real Estate Investment Trust
4.24%4.19%7.02%4.12%3.40%2.35%2.76%2.59%2.96%3.42%3.95%4.50%
SOXS
Direxion Daily Semiconductor Bear 3x Shares
9.34%10.79%5.45%9.22%0.19%0.00%3.58%2.30%0.76%0.00%0.00%0.00%
TSDD
GraniteShares 2x Short TSLA Daily ETF
5.93%8.42%0.00%24.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDAY.NEO
Hamilton EnhancedTechnology DayMAX™ ETF
5.34%4.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDAY.NEO
Hamilton Enhanced U.S. Equity DayMAX™ ETF
11.53%8.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GGRO.TO
iShares ESG Growth ETF Portfolio
1.55%1.51%1.62%1.89%1.69%1.43%0.83%0.00%0.00%0.00%0.00%0.00%
XEH.TO
iShares MSCI Europe IMI Index ETF (CAD-Hedged)
2.47%2.50%2.71%2.98%3.13%2.39%1.98%3.48%3.35%2.19%2.35%2.24%
CGL-C.TO
iShares Gold Bullion ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MA
Mastercard Inc
0.64%0.53%0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the 2026-03-10. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 2026-03-10 was 10.20%, occurring on Mar 24, 2026. The portfolio has not yet recovered.

The current 2026-03-10 drawdown is 8.65%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.2%Jul 25, 2025169Mar 24, 2026
-0.55%Jul 16, 20253Jul 18, 20252Jul 22, 20255

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkAQNCGL-C.TOMASUICAR-UN.TOTPRF.TOTSDDSDAY.NEOSOXSQDAY.NEOXEH.TOGGRO.TOPortfolio
Benchmark1.000.200.160.350.050.250.33-0.580.49-0.750.790.670.80-0.26
AQN0.201.000.140.040.230.250.15-0.170.21-0.160.050.240.220.16
CGL-C.TO0.160.141.00-0.050.130.220.31-0.110.19-0.180.190.280.270.24
MA0.350.04-0.051.000.200.170.14-0.050.44-0.050.150.320.270.30
SUI0.050.230.130.201.000.360.250.050.360.11-0.090.200.110.43
CAR-UN.TO0.250.250.220.170.361.000.35-0.160.33-0.080.050.350.310.29
TPRF.TO0.330.150.310.140.250.351.00-0.320.23-0.160.260.440.410.09
TSDD-0.58-0.17-0.11-0.050.05-0.16-0.321.00-0.230.48-0.47-0.32-0.440.64
SDAY.NEO0.490.210.190.440.360.330.23-0.231.00-0.230.250.610.470.17
SOXS-0.75-0.16-0.18-0.050.11-0.08-0.160.48-0.231.00-0.75-0.48-0.620.51
QDAY.NEO0.790.050.190.15-0.090.050.26-0.470.25-0.751.000.540.76-0.30
XEH.TO0.670.240.280.320.200.350.44-0.320.61-0.480.541.000.710.09
GGRO.TO0.800.220.270.270.110.310.41-0.440.47-0.620.760.711.00-0.07
Portfolio-0.260.160.240.300.430.290.090.640.170.51-0.300.09-0.071.00
The correlation results are calculated based on daily price changes starting from Jul 16, 2025