The document contains daily value-weighted returns for different size portfolios from 1926 to an unspecified current date. It includes returns for 7 portfolio size categories each day. Missing data is indicated by -99.99 or -999. The portfolios are constructed annually at the end of June from the previous January to December returns.
The document contains daily value-weighted returns for different size portfolios from 1926 to an unspecified current date. It includes returns for 7 portfolio size categories each day. Missing data is indicated by -99.99 or -999. The portfolios are constructed annually at the end of June from the previous January to December returns.
The document contains daily value-weighted returns for different size portfolios from 1926 to an unspecified current date. It includes returns for 7 portfolio size categories each day. Missing data is indicated by -99.99 or -999. The portfolios are constructed annually at the end of June from the previous January to December returns.