Market PerformanceTrend

We follow mega-cap, large cap, all cap and small cap universes (equal-weighted and cap-weighted). It has not been a large vs. small debate so far this year. Year to date, the mega-caps have underperformed the most.

For the past 5 days, the order of returns:
SP500 equal-wt 1.3%
SP500 cap-wt 1.0%
TOP3000 cap-wt .8%
TOP100 equal-wt .6%
TOP3000 equal-wt .6%
SMALL cap-wt .3%
SMALL equal-wt .3%

For the past 20 days, the order of returns:
SP500 equal-wt -1.6%
SP500 cap-wt -2.7%
TOP3000 equal-wt -3.0%
SMALL cap-wt -3.6%
SMALL equal-wt -3.7%
TOP3000 cap-wt -3.9%
TOP100 equal-wt -5.4%