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Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 1

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1, 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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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.17%8.56%8.85%22.93%19.37%11.84%13.61%
Portfolio
1
0.65%0.34%6.91%6.63%
GOOY
YieldMax GOOGL Option Income Strategy ETF
0.00%-8.37%13.92%14.56%81.33%
HOOW
Roundhill HOOD WeeklyPay ETF
0.96%24.39%-24.22%-29.57%
QQQI
NEOS Nasdaq-100 High Income ETF
0.70%0.26%10.58%11.20%25.86%
SPYI
NEOS S&P 500 High Income ETF
0.53%-0.01%6.31%6.98%19.90%15.48%
ULTY
YieldMax Ultra Option Income Strategy ETF
1.04%-0.81%8.80%8.04%3.61%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
0.09%-6.75%-1.13%-0.01%19.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 18, 2025, 1's average daily return is +0.11%, while the average monthly return is +2.02%. At this rate, an investment would double in approximately 2.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +11.1%, while the worst month was Mar 2026 at -5.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 1 closed higher 58% of trading days. The best single day was Mar 31, 2026 with a return of +4.0%, while the worst single day was Jun 5, 2026 at -4.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.43%-3.23%-5.38%11.13%7.74%-2.89%6.91%
20255.13%5.05%1.64%8.62%3.11%-3.60%-1.42%19.46%

Benchmark Metrics

1 has an annualized alpha of -4.02%, beta of 1.35, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since June 18, 2025.

  • This portfolio participated in 150.92% of S&P 500 Index downside but only 133.55% of its upside - more exposed to losses than it benefited from rallies.
  • This portfolio had an annualized alpha of -4.02% versus S&P 500 Index - delivering less than market exposure alone would predict.

Alpha
-4.02%
Beta
1.35
0.79
Upside Capture
133.55%
Downside Capture
150.92%

Expense Ratio

1 has an expense ratio of 0.91%, 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

The table below presents risk-adjusted performance metrics for 1 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.86

Sortino ratioReturn per unit of downside risk

2.53

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

11.37


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GOOY
YieldMax GOOGL Option Income Strategy ETF
93
3.514.761.605.0618.64
HOOW
Roundhill HOOD WeeklyPay ETF
QQQI
NEOS Nasdaq-100 High Income ETF
65
1.842.431.342.7011.63
SPYI
NEOS S&P 500 High Income ETF
71
1.982.681.392.5913.05
ULTY
YieldMax Ultra Option Income Strategy ETF
12
0.170.361.050.150.29
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
35
1.201.671.211.374.68

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 1. 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

1 provided a 56.83% dividend yield over the last twelve months.


PositionTTM2025202420232022
Portfolio56.83%55.85%39.85%2.23%0.46%
GOOY
YieldMax GOOGL Option Income Strategy ETF
49.78%41.50%36.74%7.90%0.00%
HOOW
Roundhill HOOD WeeklyPay ETF
147.58%67.92%0.00%0.00%0.00%
QQQI
NEOS Nasdaq-100 High Income ETF
13.53%13.82%12.85%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF
11.80%11.70%12.04%12.01%4.10%
ULTY
YieldMax Ultra Option Income Strategy ETF
113.38%142.99%111.70%0.00%0.00%
YMAG
YieldMax Magnificent 7 Fund of Option Income ETFs
52.85%52.27%35.22%0.00%0.00%

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 1. 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 1 was 16.09%, occurring on Mar 30, 2026. Recovery took 26 trading sessions.

The current 1 drawdown is 2.89%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-16.09%Mar 2026
5mo 1d1mo 7d
6mo 8dOct 2025 - May 2026
2026 pullback2026
-6.30%Jun 2026
9d
12d 16hJun 2026 - now
2025 pullback2025
-3.41%Oct 2025
0s17d
17dOct 2025 - Oct 2025
2025 pullback2025
-3.26%Aug 2025
8d18d
26dAug 2025 - Sep 2025
2026 pullback2026
-2.89%May 2026
4d9d
13dMay 2026 - May 2026

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 6 assets, with an effective number of assets of 4.52, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
All Time
Diversification Ratio

1.20

The portfolio has a diversification ratio of 1.20, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

1 correlation to the S&P 500 Index

1 has a 0.86 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 18, 2025

0.86


Benchmark Correlations

Correlation vs. S&P 500 Index. SPYI has the highest benchmark correlation at 0.99, while GOOY has the lowest at 0.58.

GOOY
0.58
HOOW
0.60
ULTY
0.74
YMAG
0.81
QQQI
0.94
SPYI
0.99

Portfolio Correlations

Correlation vs. 1. ULTY has the highest portfolio correlation at 0.87, while GOOY has the lowest at 0.58.

GOOY
0.58
YMAG
0.79
SPYI
0.85
HOOW
0.86
QQQI
0.87
ULTY
0.87

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jun 18, 2025
Diversification Analysis

Find what 1 is missing

See which holdings overlap, where 1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification