2024 PORTFOLIO

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	26.23%
QQQ Invesco QQQ ETF	Nasdaq-100	24.38%
O Realty Income Corporation	Real Estate	21.54%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	17.42%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	7.65%
VICI VICI Properties Inc.	Real Estate	2.38%
SOFI SoFi Technologies, Inc.	Financial Services	0.40%

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2024 PORTFOLIO	0.74%	1.59%	14.10%	13.65%	26.31%	18.71%	11.91%	—
Portfolio components:
O Realty Income Corporation	1.31%	3.07%	13.70%	11.57%	14.88%	6.59%	3.49%	4.89%
QQQ Invesco QQQ ETF	0.59%	0.22%	17.57%	17.85%	37.55%	26.43%	16.85%	21.79%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.21%	20.66%	19.57%	26.72%	14.90%	8.75%	12.91%
SCHG Schwab U.S. Large-Cap Growth ETF	0.12%	-3.66%	2.58%	2.96%	20.32%	22.68%	14.33%	18.50%
SOFI SoFi Technologies, Inc.	-0.54%	6.21%	-36.67%	-39.22%	17.67%	20.23%	-5.84%	—
VICI VICI Properties Inc.	1.53%	2.22%	3.07%	2.76%	-5.76%	1.53%	2.53%	—
VOO Vanguard S&P 500 ETF	0.55%	-0.84%	9.08%	9.44%	25.76%	20.95%	13.43%	15.50%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 30, 2020, 2024 PORTFOLIO's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 63% of months were positive and 37% 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%	9.77%	4.03%	-0.97%							14.10%
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 1.63%, beta of 0.89, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since November 30, 2020.

With beta of 0.89 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: 1.63%

Beta: 0.89

R²: 0.93

Upside Capture: 97.33%

Downside Capture: 95.41%

See how alpha, beta & R² have trended over time →

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 76 for risk / return — better than 76% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for 2024 PORTFOLIO 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.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.46	1.86	+0.60
Sortino ratioReturn per unit of downside risk	3.31	2.53	+0.77
Omega ratioGain probability vs. loss probability	1.45	1.34	+0.11
Calmar ratioReturn relative to maximum drawdown	3.33	2.53	+0.80
Martin ratioReturn relative to average drawdown	14.04	11.37	+2.67

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
O Realty Income Corporation	66	0.88	1.26	1.15	1.29	3.12
QQQ Invesco QQQ ETF	69	2.09	2.73	1.37	3.01	11.22
SCHD Schwab U.S. Dividend Equity ETF	86	2.41	3.72	1.43	5.70	13.97
SCHG Schwab U.S. Large-Cap Growth ETF	32	1.18	1.64	1.21	1.14	3.78
SOFI SoFi Technologies, Inc.	48	0.20	0.66	1.08	0.21	0.39
VICI VICI Properties Inc.	25	-0.42	-0.49	0.94	-0.40	-0.67
VOO Vanguard S&P 500 ETF	67	1.99	2.70	1.36	2.75	12.42

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. Learn how to interpret the Sharpe ratio.

The current 2024 PORTFOLIO Sharpe ratio is 2.46 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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 2.22% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.22%	2.58%	2.42%	2.44%	2.39%	1.89%	2.22%	2.16%	2.42%	2.16%	2.27%	2.35%
Portfolio components:
O Realty Income Corporation	5.16%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	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	0.38%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
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%
VICI VICI Properties Inc.	6.25%	6.28%	5.80%	5.05%	4.63%	4.58%	4.92%	4.58%	5.31%	0.00%	0.00%	0.00%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 0.97%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-24.27%Oct 2022	9mo 12d	1y 2mo	1y 11moJan 2022 - Dec 2023
2025 selloff2025	-15.98%Apr 2025	1mo 16d	2mo 3d	3mo 19dFeb 2025 - Jun 2025
2026 pullback2026	-7.56%Mar 2026	27d	16d	1mo 13dMar 2026 - Apr 2026
2021 pullback2021	-6.33%Sep 2021	27d	25d	1mo 22dSep 2021 - Oct 2021
2025 pullback2025	-5.31%Nov 2025	23d	1mo 19d	2mo 12dOct 2025 - Jan 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 7 assets, with an effective number of assets of 4.73, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.44	1.29	1.21	1.21

The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2024 PORTFOLIO correlation to the S&P 500 Index

2024 PORTFOLIO has a 0.89 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Nov 30, 2020	0.95

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while O has the lowest at 0.32.

0.32

0.42

0.54

0.70

0.93

0.93

1.00

Portfolio Correlations

Correlation vs. 2024 PORTFOLIO. VOO has the highest portfolio correlation at 0.95, while SOFI has the lowest at 0.54.

SOFI

0.54

0.55

0.56

0.75

0.87

0.88

0.95

Asset Correlations Table

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

	O	VICI	SOFI	SCHD	SCHG	QQQ	VOO
O	1.00	0.64	0.16	0.49	0.19	0.20	0.32
VICI	0.64	1.00	0.32	0.55	0.30	0.30	0.42
SOFI	0.16	0.32	1.00	0.34	0.55	0.54	0.54
SCHD	0.49	0.55	0.34	1.00	0.47	0.49	0.70
SCHG	0.19	0.30	0.55	0.47	1.00	0.98	0.93
QQQ	0.20	0.30	0.54	0.49	0.98	1.00	0.93
VOO	0.32	0.42	0.54	0.70	0.93	0.93	1.00

The correlation results are calculated based on daily price changes starting from Nov 30, 2020

Diversification Analysis

Find what 2024 PORTFOLIO is missing

See which holdings overlap, where 2024 PORTFOLIO is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification