2024 PORTFOLIO

Asset Allocation

Position	Category/Sector	Target Weight
O Realty Income Corporation	Real Estate	21.54%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	24.38%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	17.42%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	7.65%
SOFI SoFi Technologies, Inc.	Financial Services	0.40%
VICI VICI Properties Inc.	Real Estate	2.38%
VOO Vanguard S&P 500 ETF	S&P 500	26.23%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2024 PORTFOLIO, 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 Nov 30, 2020, corresponding to the inception date of SOFI

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio 2024 PORTFOLIO	0.23%	-3.23%	1.88%	1.84%	29.59%	16.36%	10.81%	—
Portfolio components:
QQQ Invesco QQQ ETF	0.11%	-3.81%	-4.65%	-2.77%	39.07%	22.97%	13.18%	19.05%
VOO Vanguard S&P 500 ETF	0.11%	-3.50%	-3.55%	-1.41%	31.08%	18.47%	11.96%	14.19%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-1.41%	12.35%	13.59%	25.56%	11.70%	8.35%	12.30%
SCHG Schwab U.S. Large-Cap Growth ETF	0.03%	-4.89%	-9.70%	-8.12%	30.89%	22.25%	12.77%	17.00%
O Realty Income Corporation	0.53%	-3.57%	11.80%	5.82%	19.18%	5.34%	4.90%	5.14%
VICI VICI Properties Inc.	0.73%	-5.32%	-0.03%	-12.46%	-4.03%	0.24%	4.56%	—
SOFI SoFi Technologies, Inc.	1.41%	-17.66%	-39.46%	-37.20%	65.62%	38.01%	-1.70%	—

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 1, 2020, 2024 PORTFOLIO's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, your investment would double in approximately 5.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +10.3%, while the worst month was Sep 2022 at -10.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2024 PORTFOLIO closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Apr 4, 2025 at -5.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.93%	2.50%	-5.29%	0.97%									1.88%
2025	2.38%	0.40%	-3.60%	-1.07%	4.42%	4.59%	1.10%	3.02%	3.18%	0.84%	-0.06%	-0.52%	15.37%
2024	-0.15%	2.85%	3.00%	-3.45%	3.42%	3.12%	3.20%	3.62%	2.10%	-1.70%	4.14%	-3.27%	17.74%
2023	7.28%	-2.61%	3.68%	0.54%	0.60%	5.12%	3.47%	-2.91%	-5.88%	-2.97%	10.26%	5.82%	23.29%
2022	-5.44%	-3.54%	4.14%	-7.28%	0.06%	-6.24%	9.45%	-4.92%	-10.35%	7.22%	4.77%	-4.79%	-17.56%
2021	-1.04%	2.37%	4.55%	6.08%	0.15%	1.97%	2.85%	3.09%	-5.95%	7.58%	-0.52%	4.28%	27.69%

Benchmark Metrics

2024 PORTFOLIO has an annualized alpha of 1.66%, beta of 0.90, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since December 01, 2020.

With beta of 0.90 and R² of 0.93, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.66%

Beta: 0.90

R²: 0.93

Upside Capture: 98.59%

Downside Capture: 95.90%

Expense Ratio

2024 PORTFOLIO has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QQQ

Invesco QQQ ETF

SCHD

Schwab U.S. Dividend Equity ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

2024 PORTFOLIO ranks 45 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.18	0.88	+0.30
Sortino ratio Return per unit of downside risk	1.74	1.37	+0.37
Omega ratio Gain probability vs. loss probability	1.27	1.21	+0.06
Calmar ratio Return relative to maximum drawdown	1.61	1.39	+0.22
Martin ratio Return relative to average drawdown	7.97	6.43	+1.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QQQ Invesco QQQ ETF	58	1.04	1.62	1.23	1.93	7.00
VOO Vanguard S&P 500 ETF	53	0.98	1.49	1.23	1.53	7.13
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
SCHG Schwab U.S. Large-Cap Growth ETF	34	0.72	1.19	1.17	1.04	3.47
O Realty Income Corporation	65	0.90	1.29	1.16	1.35	4.03
VICI VICI Properties Inc.	19	-0.49	-0.59	0.93	-0.53	-1.04
SOFI SoFi Technologies, Inc.	55	0.48	1.05	1.13	0.62	1.65

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

2024 PORTFOLIO Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.18
5-Year: 0.69
All Time: 0.80

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2024 PORTFOLIO compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2024 PORTFOLIO provided a 2.33% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.33%	2.58%	2.42%	2.44%	2.39%	1.89%	2.22%	2.16%	2.42%	2.16%	2.27%	2.35%
Portfolio components:
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
VICI VICI Properties Inc.	6.44%	6.28%	5.80%	5.05%	4.63%	4.58%	4.92%	4.58%	5.31%	0.00%	0.00%	0.00%
SOFI SoFi Technologies, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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 2024 PORTFOLIO. 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 2024 PORTFOLIO was 24.27%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.

The current 2024 PORTFOLIO drawdown is 4.69%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.27%	Jan 5, 2022	196	Oct 14, 2022	293	Dec 14, 2023	489
-15.98%	Feb 21, 2025	33	Apr 8, 2025	43	Jun 10, 2025	76
-7.56%	Mar 3, 2026	20	Mar 30, 2026	—	—	—
-6.33%	Sep 3, 2021	19	Sep 30, 2021	17	Oct 25, 2021	36
-5.31%	Oct 28, 2025	18	Nov 20, 2025	32	Jan 8, 2026	50

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 7 assets, with an effective number of assets of 4.73, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

	Benchmark	O	SOFI	VICI	SCHD	SCHG	QQQ	VOO	Portfolio
Benchmark	1.00	0.33	0.53	0.44	0.71	0.93	0.93	1.00	0.95
O	0.33	1.00	0.17	0.64	0.49	0.21	0.21	0.33	0.56
SOFI	0.53	0.17	1.00	0.33	0.35	0.55	0.54	0.53	0.54
VICI	0.44	0.64	0.33	1.00	0.56	0.32	0.31	0.44	0.57
SCHD	0.71	0.49	0.35	0.56	1.00	0.49	0.50	0.71	0.75
SCHG	0.93	0.21	0.55	0.32	0.49	1.00	0.98	0.93	0.87
QQQ	0.93	0.21	0.54	0.31	0.50	0.98	1.00	0.93	0.88
VOO	1.00	0.33	0.53	0.44	0.71	0.93	0.93	1.00	0.95
Portfolio	0.95	0.56	0.54	0.57	0.75	0.87	0.88	0.95	1.00

The correlation results are calculated based on daily price changes starting from Dec 1, 2020

2024 PORTFOLIO

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table