Asset Allocation
Find the right asset allocation for US
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 Chart
The chart shows the growth of an initial investment of $10,000 in US, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio US | 1.30% | -5.39% | 5.49% | 3.09% | — | — | — | — |
| Portfolio components: | ||||||||
MSTY YieldMax™ MSTR Option Income Strategy ETF | 4.76% | -29.07% | -14.65% | -26.17% | -60.53% | — | — | — |
NVDY YieldMax NVDA Option Income Strategy ETF | 1.46% | -2.61% | 10.31% | 11.29% | 42.27% | 53.70% | — | — |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 1.85% | 0.70% | 12.44% | 11.71% | 34.41% | — | — | — |
QQQI NEOS Nasdaq-100 High Income ETF | 1.27% | -0.05% | 9.93% | 9.25% | 25.86% | — | — | — |
RDTE Roundhill Small Cap 0DTE Covered Call Strategy ETF | 0.90% | -1.67% | 10.92% | 9.96% | 24.27% | — | — | — |
SPYI NEOS S&P 500 High Income ETF | 0.30% | 0.11% | 5.97% | 6.55% | 20.24% | 15.60% | — | — |
TOPW Roundhill Top WeeklyPay ETF | 0.08% | -5.06% | 2.53% | -5.80% | — | — | — | — |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 0.31% | -0.27% | 6.69% | 6.52% | 22.20% | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 5, 2025, US's average daily return is +0.03%, while the average monthly return is +0.48%. At this rate, an investment would double in approximately 12.1 years.
Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +12.6%, while the worst month was Nov 2025 at -5.7%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.
On a daily basis, US closed higher 57% of trading days. The best single day was Feb 6, 2026 with a return of +4.9%, while the worst single day was Jun 5, 2026 at -4.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.16% | -2.87% | -3.67% | 12.56% | 4.05% | -4.83% | 5.49% | ||||||
| 2025 | 3.23% | 1.68% | -5.65% | -0.85% | -1.81% |
Benchmark Metrics
US has an annualized alpha of -16.77%, beta of 1.38, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since September 05, 2025.
- This portfolio participated in 138.87% of S&P 500 Index downside but only 70.11% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -16.77% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -16.77%
- Beta
- 1.38
- R²
- 0.81
- Upside Capture
- 70.11%
- Downside Capture
- 138.87%
Expense Ratio
US has an expense ratio of 0.90%, 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 US and compares them with S&P 500 Index.
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
MSTY YieldMax™ MSTR Option Income Strategy ETF | 2 | -1.00 | -1.67 | 0.81 | -0.85 | -1.28 |
NVDY YieldMax NVDA Option Income Strategy ETF | 53 | 1.53 | 2.06 | 1.26 | 3.31 | 8.03 |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 74 | 2.20 | 2.77 | 1.39 | 3.39 | 13.52 |
QQQI NEOS Nasdaq-100 High Income ETF | 64 | 1.91 | 2.48 | 1.36 | 2.70 | 11.98 |
RDTE Roundhill Small Cap 0DTE Covered Call Strategy ETF | 49 | 1.43 | 1.98 | 1.24 | 2.66 | 9.20 |
SPYI NEOS S&P 500 High Income ETF | 70 | 2.06 | 2.78 | 1.40 | 2.63 | 13.60 |
TOPW Roundhill Top WeeklyPay ETF | — | — | — | — | — | — |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 68 | 1.99 | 2.64 | 1.37 | 2.90 | 13.13 |
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Dividends
Dividend yield
US provided a 61.17% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Portfolio | 61.17% | 70.45% | 34.53% | 4.29% | 0.51% |
| Portfolio components: | |||||
MSTY YieldMax™ MSTR Option Income Strategy ETF | 233.09% | 294.61% | 104.56% | 0.00% | 0.00% |
NVDY YieldMax NVDA Option Income Strategy ETF | 64.50% | 83.10% | 83.65% | 22.32% | 0.00% |
QDTE Roundhill Innovation-100 0DTE Covered Call Strategy ETF | 44.14% | 49.49% | 32.09% | 0.00% | 0.00% |
QQQI NEOS Nasdaq-100 High Income ETF | 13.61% | 13.82% | 12.85% | 0.00% | 0.00% |
RDTE Roundhill Small Cap 0DTE Covered Call Strategy ETF | 46.18% | 50.16% | 10.70% | 0.00% | 0.00% |
SPYI NEOS S&P 500 High Income ETF | 11.83% | 11.70% | 12.04% | 12.01% | 4.10% |
TOPW Roundhill Top WeeklyPay ETF | 42.36% | 21.52% | 0.00% | 0.00% | 0.00% |
XDTE Roundhill S&P 500 0DTE Covered Call Strategy ETF | 33.68% | 39.16% | 20.35% | 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 US. 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 US was 14.96%, occurring on Mar 30, 2026. Recovery took 24 trading sessions.
The current US drawdown is 7.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -14.96%Mar 2026 | 5mo 1d | 1mo 5d | 6mo 6dOct 2025 - May 2026 |
2026 pullback2026 | -8.21%Jun 2026 | 21d | — | 25d 5hMay 2026 - now |
2025 pullback2025 | -4.20%Oct 2025 | 3d | 17d | 20dOct 2025 - Oct 2025 |
2025 pullback2025 | -2.59%Sep 2025 | 2d | 6d | 8dSep 2025 - Oct 2025 |
2026 pullback2026 | -0.94%May 2026 | 0s | 2d | 2dMay 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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that 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, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
US correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 5, 2025 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPYI has the highest benchmark correlation at 0.99, while MSTY has the lowest at 0.51.
Asset Correlations Table
| MSTY | NVDY | RDTE | TOPW | QDTE | SPYI | XDTE | QQQI | |
|---|---|---|---|---|---|---|---|---|
| MSTY | 1.00 | 0.34 | 0.52 | 0.65 | 0.51 | 0.50 | 0.51 | 0.51 |
| NVDY | 0.34 | 1.00 | 0.36 | 0.61 | 0.61 | 0.58 | 0.57 | 0.62 |
| RDTE | 0.52 | 0.36 | 1.00 | 0.62 | 0.72 | 0.79 | 0.81 | 0.72 |
| TOPW | 0.65 | 0.61 | 0.62 | 1.00 | 0.82 | 0.78 | 0.79 | 0.83 |
| QDTE | 0.51 | 0.61 | 0.72 | 0.82 | 1.00 | 0.90 | 0.93 | 0.97 |
| SPYI | 0.50 | 0.58 | 0.79 | 0.78 | 0.90 | 1.00 | 0.96 | 0.94 |
| XDTE | 0.51 | 0.57 | 0.81 | 0.79 | 0.93 | 0.96 | 1.00 | 0.92 |
| QQQI | 0.51 | 0.62 | 0.72 | 0.83 | 0.97 | 0.94 | 0.92 | 1.00 |
Find what US is missing
See which holdings overlap, where US is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification