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Factor Decomposition — Holdings Summary

Each holding's return over its trailing window, split into market / sector-excess / rate-excess (systematic) vs. idiosyncratic (stock-specific). Click a ticker for the full breakdown and chart. R² below 0.10 means the three factors barely track the name's moves at all — treat the split as rough.

Holdings

TickerSector β Mktβ Sectorβ Rate Total move Idiosyncratic share
TSLA Consumer Disc. +2.26 +1.53 -0.39 0.51 -3.9% >300%
Offsetting
PLTR Technology +1.64 +0.45 -0.52 0.18 -6.1% >300%
Offsetting
MSFT Technology +0.90 +0.23 -0.34 0.16 -5.7% >300%
Offsetting
META Technology +1.40 -0.54 -0.17 0.24 -27.3% 205%
Offsetting
NVDA Technology +1.86 +0.89 -0.36 0.54 +24.1% 180%
Offsetting
XOM Energy -0.44 +1.06 -0.04 0.83 +38.3% 124%
Offsetting
KO Consumer Staples -0.27 +0.92 +0.04 0.52 +24.7% 123%
Offsetting
CVX Energy -0.39 +0.97 -0.00 0.81 +35.5% 122%
Offsetting
LMT Defense +0.05 +0.93 -0.18 0.14 +26.6% 96%
RTX Defense +0.41 +1.08 +0.00 0.28 +41.3% 80%
DELL Technology +1.98 +1.67 +0.43 0.26 +120.1% 66%
AAPL Technology +0.79 -0.33 -0.09 0.18 +43.3% 62%
GOOGL Technology +1.34 -0.58 +0.05 0.35 +69.3% 60%
BE Clean Energy +4.32 +2.81 -0.73 0.55 +222.8% 60%
AMZN Technology +1.48 -0.47 -0.43 0.35 +19.6% 56%
PANW Technology +1.20 +0.57 +0.06 0.16 +50.3% 51%
AMD Technology +3.04 +2.46 +0.05 0.53 +119.7% 48%
GLD Commodities +0.65 +0.44 +0.57 0.21 +21.0% 36%
ANET Technology +2.14 +1.39 +0.03 0.35 +59.6% 26%
JPM Financials +0.85 +1.13 -0.11 0.61 +22.7% 23%