PortfoliosLab logoPortfoliosLab logo
engine
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 engine, 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 week.


Loading graphics...

The earliest data available for this chart is Oct 30, 2025, corresponding to the inception date of GDXW

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.63%-3.84%-1.98%29.73%16.86%10.37%12.29%
Portfolio
engine
-0.01%-6.04%-8.95%
COYY
GraniteShares YieldBOOST COIN ETF
-0.72%-6.10%-24.78%-52.41%
RBLY
YieldMax RBLX Option Income Strategy ETF
1.47%-11.69%-26.19%-47.21%
MRNY
YieldMax MRNA Option Income Strategy ETF
-0.86%-3.58%53.93%54.81%67.57%
MARO
YieldMax MARA Option Income Strategy ETF
5.86%-2.92%-8.33%-51.38%-26.53%
SMCY
YieldMax SMCI Option Income Strategy ETF
1.60%-25.09%-17.94%-48.58%-21.83%
GDXW
Roundhill Gold Miners Weeklypay ETF
-1.88%-9.67%9.04%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
-1.82%-10.18%-16.31%-58.02%-51.22%
TSYY
GraniteShares YieldBOOST TSLA ETF
-1.69%-8.21%-15.05%-19.82%3.88%
HOYY
GraniteShares YieldBOOST HOOD ETF
-0.70%-13.78%-31.26%-49.25%
XBTY
GraniteShares YieldBOOST Bitcoin ETF
-0.99%-4.76%-18.93%-39.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 31, 2025, engine's average daily return is -0.22%, while the average monthly return is -3.41%.

Historically, 29% of months were positive and 71% were negative. The best month was Oct 2025 with a return of +1.8%, while the worst month was Nov 2025 at -13.4%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 5 months.

On a daily basis, engine closed higher 47% of trading days. The best single day was Feb 6, 2026 with a return of +6.6%, while the worst single day was Feb 5, 2026 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.77%-3.16%-6.04%0.83%-8.95%
20251.84%-13.39%-3.19%-14.61%

Benchmark Metrics

engine has an annualized alpha of -32.32%, beta of 2.03, and R² of 0.64 versus S&P 500 Index. Calculated based on daily prices since October 31, 2025.

  • This portfolio participated in 182.41% of S&P 500 Index downside but only -389.31% of its upside — more exposed to losses than it benefited from rallies.
  • This portfolio had an annualized alpha of -32.32% versus S&P 500 Index — delivering less than market exposure alone would predict.
  • Beta of 2.03 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha
-32.32%
Beta
2.03
0.64
Upside Capture
-389.31%
Downside Capture
182.41%

Expense Ratio

engine has a high expense ratio of 1.00%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Top 10 holdings

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
COYY
GraniteShares YieldBOOST COIN ETF
RBLY
YieldMax RBLX Option Income Strategy ETF
MRNY
YieldMax MRNA Option Income Strategy ETF
511.021.681.201.783.56
MARO
YieldMax MARA Option Income Strategy ETF
4-0.53-0.470.94-0.48-0.93
SMCY
YieldMax SMCI Option Income Strategy ETF
4-0.51-0.350.95-0.54-1.11
GDXW
Roundhill Gold Miners Weeklypay ETF
MSTY
YieldMax™ MSTR Option Income Strategy ETF
1-0.85-1.280.85-0.74-1.31
TSYY
GraniteShares YieldBOOST TSLA ETF
8-0.170.001.00-0.14-0.34
HOYY
GraniteShares YieldBOOST HOOD ETF
XBTY
GraniteShares YieldBOOST Bitcoin ETF

Sharpe Ratio

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


Loading graphics...

Dividends

Dividend yield

engine provided a 158.44% dividend yield over the last twelve months.


TTM202520242023
Portfolio158.44%119.63%22.81%0.12%
COYY
GraniteShares YieldBOOST COIN ETF
300.39%132.14%0.00%0.00%
RBLY
YieldMax RBLX Option Income Strategy ETF
78.53%36.84%0.00%0.00%
MRNY
YieldMax MRNA Option Income Strategy ETF
92.26%145.98%178.49%1.75%
MARO
YieldMax MARA Option Income Strategy ETF
270.40%277.68%0.00%0.00%
SMCY
YieldMax SMCI Option Income Strategy ETF
263.89%231.43%38.43%0.00%
GDXW
Roundhill Gold Miners Weeklypay ETF
22.49%7.48%0.00%0.00%
MSTY
YieldMax™ MSTR Option Income Strategy ETF
314.69%294.61%104.56%0.00%
TSYY
GraniteShares YieldBOOST TSLA ETF
318.77%256.64%0.19%0.00%
HOYY
GraniteShares YieldBOOST HOOD ETF
154.17%50.51%0.00%0.00%
XBTY
GraniteShares YieldBOOST Bitcoin ETF
200.01%102.53%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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the engine. 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 engine was 27.70%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current engine drawdown is 23.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.7%Nov 3, 2025101Mar 30, 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, 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.

BenchmarkMRNYRBLYGDXWGOOWNVIITSYYPLTWSMCYCHPYMAROXBTYMSTYYETHCOYYHOYYPortfolio
Benchmark1.000.390.350.470.600.610.580.550.560.820.480.470.440.470.510.660.75
MRNY0.391.000.310.330.270.100.160.230.370.340.340.250.290.230.420.380.51
RBLY0.350.311.000.260.140.360.190.260.390.290.370.350.380.450.400.280.51
GDXW0.470.330.261.000.190.230.320.320.300.420.330.340.260.330.280.370.51
GOOW0.600.270.140.191.000.320.440.280.230.500.280.320.290.250.300.450.47
NVII0.610.100.360.230.321.000.480.410.450.640.350.350.370.380.310.490.57
TSYY0.580.160.190.320.440.481.000.440.260.490.370.390.480.390.390.560.58
PLTW0.550.230.260.320.280.410.441.000.390.350.460.360.430.440.510.600.63
SMCY0.560.370.390.300.230.450.260.391.000.560.520.500.460.460.480.430.65
CHPY0.820.340.290.420.500.640.490.350.561.000.460.480.370.460.460.550.68
MARO0.480.340.370.330.280.350.370.460.520.461.000.700.770.680.700.610.80
XBTY0.470.250.350.340.320.350.390.360.500.480.701.000.820.840.730.620.79
MSTY0.440.290.380.260.290.370.480.430.460.370.770.821.000.790.740.660.81
YETH0.470.230.450.330.250.380.390.440.460.460.680.840.791.000.740.660.81
COYY0.510.420.400.280.300.310.390.510.480.460.700.730.740.741.000.720.81
HOYY0.660.380.280.370.450.490.560.600.430.550.610.620.660.660.721.000.82
Portfolio0.750.510.510.510.470.570.580.630.650.680.800.790.810.810.810.821.00
The correlation results are calculated based on daily price changes starting from Oct 31, 2025