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US
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

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


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.16%-2.87%-3.67%12.56%4.05%-4.83%5.49%
20253.23%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
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.

Sharpe Ratio

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

US provided a 61.17% dividend yield over the last twelve months.


PositionTTM2025202420232022
Portfolio61.17%70.45%34.53%4.29%0.51%
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 1d1mo 5d
6mo 6dOct 2025 - May 2026
2026 pullback2026
-8.21%Jun 2026
21d
25d 5hMay 2026 - now
2025 pullback2025
-4.20%Oct 2025
3d17d
20dOct 2025 - Oct 2025
2025 pullback2025
-2.59%Sep 2025
2d6d
8dSep 2025 - Oct 2025
2026 pullback2026
-0.94%May 2026
0s2d
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

US 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 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.

MSTY
0.51
NVDY
0.59
RDTE
0.79
TOPW
0.79
QDTE
0.91
QQQI
0.94
XDTE
0.96
SPYI
0.99

Portfolio Correlations

Correlation vs. US. TOPW has the highest portfolio correlation at 0.89, while NVDY has the lowest at 0.67.

NVDY
0.67
RDTE
0.74
MSTY
0.81
SPYI
0.85
XDTE
0.85
QDTE
0.86
QQQI
0.87
TOPW
0.89

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 Sep 5, 2025
Diversification Analysis

Find what US is missing

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

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