SPY — State Street SPDR S&P 500 ETF Trust 13F holdings and portfolio analysis
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Baseline
Analysis messagesPre-generated Q&A about this fund. Use as reference context for your own analysis.
The strongest recent period was 2025-11-30 (1.28% strategy return, 0.99% benchmark, 0.29% excess, 2.77% turnover), while the weakest was 2026-04-30 (3.25% strategy return, 4.11% benchmark, -0.86% excess, 4.81% turnover). Those periods should be read alongside baseline metrics of return 21.38%, alpha 0.04%, beta 0.97, Sharpe 1.37, Sortino 1.83, and max drawdown -18.86% to judge whether returns came from persistent exposure or a narrow timing window.
The baseline is a direct read-through of the disclosed ETF or index-like fund. It is led by NVDA (NVIDIA Corporation) 8.25%, AAPL (Apple Inc.) 6.80%, and GOOGL (Alphabet Inc.) 6.61%, with sector exposure of Information Technology 37.02%, Financials 11.59%, and Communication Services 10.93%. The baseline metrics show return 21.38%, alpha 0.04%, beta 0.97, Sharpe 1.37, Sortino 1.83, and max drawdown -18.86%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.
The latest change list shows NVDA unchanged to 8.25%; AAPL unchanged to 6.80%; GOOGL unchanged to 6.61%. Combined with top 5 30.72%, top 10 40.65%, top 20 50.14%, 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.