Baseline
Track disclosed holdings with the standard reporting lag and no active reweighting.
AI Summary
Concentrated large-cap consumer discretionary portfolio with solid absolute returns, but weaker risk-adjusted and benchmark-relative results.
Portfolio Snapshot
Current optimized weights for the selected default session.
| Symbol | Name | Sector | Weight | Diff |
|---|---|---|---|---|
| AMZN | Amazon.com, Inc. | Consumer Discretionary | 27.98% | 0 |
| TSLA | Tesla, Inc. | Consumer Discretionary | 19.85% | 0 |
| HD | The Home Depot, Inc. | Consumer Discretionary | 5.21% | 0 |
| TJX | The TJX Companies, Inc. | Consumer Discretionary | 3.85% | 0 |
| MCD | McDonald's Corporation | Consumer Discretionary | 3.62% | 0 |
| BKNG | Booking Holdings Inc. | Consumer Discretionary | 3.02% | 0 |
| LOW | Lowe's Companies, Inc. | Consumer Discretionary | 2.91% | 0 |
| SBUX | Starbucks Corporation | Consumer Discretionary | 2.70% | 0 |
| ORLY | O'Reilly Automotive, Inc. | Consumer Discretionary | 1.77% | 0 |
| MAR | Marriott International, Inc. | Consumer Discretionary | 1.76% | 0 |
| ROST | Ross Stores, Inc. | Consumer Discretionary | 1.65% | 0 |
| HLT | Hilton Worldwide Holdings Inc. | Consumer Discretionary | 1.64% | 0 |
| GM | General Motors Company | Consumer Discretionary | 1.61% | 0 |
| RCL | Royal Caribbean Cruises Ltd. | Consumer Discretionary | 1.57% | 0 |
| DASH | DoorDash, Inc. | Consumer Discretionary | 1.39% | 0 |
| ABNB | Airbnb, Inc. | Consumer Discretionary | 1.35% | 0 |
| AZO | AutoZone, Inc. | Consumer Discretionary | 1.31% | 0 |
| CVNA | Carvana Co. | Consumer Discretionary | 1.25% | 0 |
| NKE | NIKE, Inc. | Consumer Discretionary | 1.19% | 0 |
| EBAY | eBay Inc. | Consumer Discretionary | 1.10% | 0 |
Sector Exposure
- Consumer Discretionary100.03%
Weight Changes
Notable position adjustments in the latest snapshot.
Performance vs Benchmark
Strategy NAV vs benchmark — hover for exact values.
Alpha Trend
Excess return vs benchmark over time.
Drawdown Trend
Underwater curve and peak drawdown marker.
Turnover Trend
Per-period turnover with average reference.
Strategy Comparison
All four default strategies side-by-side.
| Strategy | Annualized | Alpha | Sharpe | Max DD |
|---|---|---|---|---|
| Baseline | 12.27% | -2.18% | 0.64 | -39.39% |
| Momentum Screen | 5.05% | -6.92% | 0.34 | -45.73% |
| Basic Value Screen | 1.36% | -12.22% | 0.20 | -63.90% |
| Combo Equal Screen | 12.32% | -0.93% | 0.58 | -45.30% |
Recent Periods
Per-period performance vs benchmark.
| Period | Strategy | Benchmark | Excess | Turnover | Trades |
|---|---|---|---|---|---|
| 2025-05-31 | 2.14% | 3.75% | -1.60 | 1.14 | 51 |
| 2025-06-30 | 2.63% | 2.69% | -0.06 | 1.43 | 51 |
| 2025-07-31 | 4.57% | 2.05% | +2.52 | 1.77 | 51 |
| 2025-08-31 | 4.82% | 3.66% | +1.16 | 1.55 | 51 |
| 2025-09-30 | -2.50% | 2.05% | -4.55 | 1.88 | 51 |
| 2025-10-31 | -1.46% | 0.20% | -1.65 | 1.45 | 50 |
| 2025-11-30 | 1.95% | 0.99% | +0.96 | 1.29 | 49 |
| 2025-12-31 | 1.47% | 1.47% | -0.01 | 4.09 | 50 |
| 2026-01-31 | -4.32% | -1.35% | -2.96 | 1.56 | 48 |
| 2026-02-28 | -8.41% | -7.93% | -0.48 | 1.41 | 48 |
| 2026-03-31 | 6.03% | 9.42% | -3.39 | 2.46 | 48 |
| 2026-04-30 | 0.39% | 4.11% | -3.72 | 5.95 | 48 |
Strategy Q&A
Pre-generated questions and answers about this strategy.
- baseline13FChat AI
What does directly following XLY | S&P 500 Consumer Discretionary Sector ETF expose an investor to as of 2026-04-30?
The baseline is a direct read-through of the disclosed ETF or index-like fund. It is led by AMZN (Amazon.com, Inc.) 27.98%, TSLA (Tesla, Inc.) 19.85%, and HD (The Home Depot, Inc.) 5.21%, with sector exposure of Consumer Discretionary 100.03%. The baseline metrics show return 12.27%, alpha -2.18%, beta 1.09, Sharpe 0.64, Sortino 0.82, and max drawdown -39.39%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
fund.holdingsAsOfstrategyViews.baseline.topHoldingsstrategyViews.baseline.metrics↳ Compare the baseline holdings with the benchmark sector weights and identify the largest active risks.
- baseline13FChat AI
Which recent periods best explain the baseline risk-return trade-off?
The strongest recent period was 2025-07-31 (4.57% strategy return, 2.05% benchmark, 2.52% excess, 1.77% turnover), while the weakest was 2025-09-30 (-2.50% strategy return, 2.05% benchmark, -4.55% excess, 1.88% turnover). Those periods should be read alongside baseline metrics of return 12.27%, alpha -2.18%, beta 1.09, Sharpe 0.64, Sortino 0.82, and max drawdown -39.39% to judge whether returns came from persistent exposure or a narrow timing window.
strategyViews.baseline.periodPerformancestrategyViews.baseline.metrics↳ Show the worst drawdown windows and the top holdings active during those periods.
- baseline13FChat AI
Did the latest disclosed rebalance increase concentration, sector risk, or style tilt?
The latest change list shows AMZN unchanged to 27.98%; TSLA unchanged to 19.85%; HD unchanged to 5.21%. Combined with top 5 60.51%, top 10 72.67%, top 20 86.73%, that tells the user whether the baseline is becoming more concentrated or simply refreshing existing exposure. For a static page, this is the best first check before deciding whether the raw disclosed book is still acceptable.
strategyViews.baseline.latestChangesstrategyViews.baseline.concentration↳ Review the latest additions, reductions, and exits against the fund mandate and benchmark.
Other strategies for this fund
Momentum Screen
Select holdings by historically observable momentum, targeting roughly one quarter of each period's original member count and no more than 20 names; when a period has over 100 members, pre-rank to the top 50 first.
Basic Value Screen
Select holdings using PE, PB, P/FCF, and EV/EBITDA, targeting roughly one quarter of each period's original member count and no more than 20 names; when a period has over 100 members, pre-rank to the top 50 first.
Combo Equal Screen
Filter for large-cap, quality, and low-leverage holdings, rank by composite quality/value/size score, keep the top 20 names, and equal-weight the selected names.