beta组合跟踪周报（2025.03.24-2025.03.28）：小盘组合回撤，价值均衡组合占优-2025-03-31

Core Insights - The report indicates a high probability of a slight rebound in the market next week, based on quantitative timing and crowding alerts [2] - The performance of small-cap factors has seen a pullback, while other common stock selection factors have generally yielded positive returns [2] Summary by Sections Value Smart Beta Portfolio - For the week of March 24 to March 28, 2025, the Value 50 portfolio achieved a weekly return of 0.70%, while the Value Equal Weight 50 portfolio had a return of 1.02% [3][8] - The excess returns relative to the benchmark indices were 0.64% for the Value 50 portfolio and 0.97% for the Value Equal Weight 50 portfolio [3][8] - Year-to-date, the Value 50 portfolio has a return of 1.10% and the Value Equal Weight 50 portfolio has a return of 2.85% [8] Growth Smart Beta Portfolio - The Growth 50 portfolio recorded a weekly return of 0.77%, and the Growth Equal Weight 50 portfolio had a return of 0.39% for the same week [3][8] - The excess returns compared to the benchmark were 1.08% for the Growth 50 portfolio and 0.70% for the Growth Equal Weight 50 portfolio [3][8] - Year-to-date performance shows a return of 3.29% for the Growth 50 portfolio and 8.71% for the Growth Equal Weight 50 portfolio [8] Small Cap Smart Beta Portfolio - The Small Cap 50 portfolio experienced a significant weekly decline of -5.63%, while the Small Cap Equal Weight 50 portfolio fell by -2.30% [3][8] - The excess returns relative to the benchmark were -2.65% for the Small Cap 50 portfolio and 0.69% for the Small Cap Equal Weight 50 portfolio [3][8] - Year-to-date, the Small Cap 50 portfolio has a return of 7.22%, and the Small Cap Equal Weight 50 portfolio has a return of 11.92% [8]