风格Smartbeta组合跟踪周报（2025.05.12-2025.05.16）：小盘组合超额均超过 1%-20250521

• The report focuses on the performance of Smart Beta portfolios, specifically Value, Growth, and Small-cap styles, constructed based on high beta elasticity and long-term stable excess returns objectives[7][8][10] - Value Smart Beta portfolios include "Value 50 Portfolio" and "Value Balanced 50 Portfolio", with weekly returns of 1.13% and 0.32%, respectively, and annual returns of 5.80% and 1.55%[4][8][10] - Growth Smart Beta portfolios include "Growth 50 Portfolio" and "Growth Balanced 50 Portfolio", with weekly returns of 1.27% and 1.59%, respectively, and annual returns of 0.86% and 6.05%[4][8][16] - Small-cap Smart Beta portfolios include "Small-cap 50 Portfolio" and "Small-cap Balanced 50 Portfolio", with weekly returns of 1.39% and 1.49%, respectively, and annual returns of 8.87% and 10.70%[4][8][22] - Performance metrics for Smart Beta portfolios include absolute returns, excess returns relative to benchmarks, and maximum relative drawdowns, with detailed data provided for each portfolio[8][10][22]