Smart beta 组合跟踪周报（2026.03.09-2026.03.13）

Investment Rating - The report indicates a positive performance for the Value 50 and Distressed Reversal portfolios, with the Value 50 portfolio achieving an absolute return of 0.07% [4][9]. Core Insights - The Value 50 portfolio and the Distressed Reversal portfolio showed superior performance last week, with the Value 50 portfolio's year-to-date return at 2.20% and the Distressed Reversal portfolio at 7.15% [4][9]. - The report categorizes stocks into different styles and lifecycle stages to construct stock selection portfolios, focusing on value, growth, and small-cap styles, as well as different lifecycle stages [6][9]. Summary by Category Value Smart Beta Portfolio - Last week, the Value 50 portfolio had a weekly return of 0.07%, while the Value Balanced 50 portfolio had a return of -0.45%. Year-to-date returns are 2.20% for Value 50 and 8.63% for Value Balanced 50 [4][9]. Growth Smart Beta Portfolio - The Growth 50 portfolio and Growth Balanced 50 portfolio had weekly returns of -0.54% and -2.83%, respectively. Year-to-date returns are 2.42% for Growth 50 and 10.99% for Growth Balanced 50 [4][9]. Small Cap Smart Beta Portfolio - The Small Cap 50 portfolio and Small Cap Balanced 50 portfolio had weekly returns of -1.41% and -2.40%, respectively. Year-to-date returns are 8.96% for Small Cap 50 and 4.55% for Small Cap Balanced 50 [4][9]. Lifecycle Preferred Portfolios - The weekly returns for the Growth Preferred, Mature Steady, Startup Preferred, and Distressed Reversal portfolios were -2.39%, -3.29%, -3.00%, and -0.58%, respectively. Year-to-date returns are 10.47% for Growth Preferred, 6.45% for Mature Steady, 2.20% for Startup Preferred, and 7.15% for Distressed Reversal [4][9].