Skip to content

Instantly share code, notes, and snippets.

@timelyportfolio

timelyportfolio/code.R

Created September 6, 2013 18:04
Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save timelyportfolio/6467559 to your computer and use it in GitHub Desktop.
Save timelyportfolio/6467559 to your computer and use it in GitHub Desktop.
Download ZIP
rCharts with ReturnAnalytics | Rolling Style Beta with French
Raw
code.R
#redo analysis with some interactivity
#original post is here
#http://timelyportfolio.blogspot.com/2011/11/after-reading-fine-article-style.html
#use Ken French momentum style indexes for style analysis
#http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/6_Portfolios_ME_Prior_12_2.zip
require(PerformanceAnalytics)
require(FactorAnalytics)
require(quantmod)
my.url="http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/6_Portfolios_ME_Prior_12_2.zip"
my.tempfile<-paste(tempdir(),"\frenchmomentum.zip",sep="")
my.usefile<-paste(tempdir(),"\6_Portfolios_ME_Prior_12_2.txt",sep="")
download.file(my.url, my.tempfile, method="auto",
quiet = FALSE, mode = "wb",cacheOK = TRUE)
unzip(my.tempfile,exdir=tempdir(),junkpath=TRUE)
#read space delimited text file extracted from zip
french_momentum <- read.table(file=my.usefile,
header = TRUE, sep = "",
as.is = TRUE,
skip = 12, nrows=1038)
colnames(french_momentum) <- c(paste("Small",
colnames(french_momentum)[1:3],sep="."),
paste("Large",colnames(french_momentum)[1:3],sep="."))
#get dates ready for xts index
datestoformat <- rownames(french_momentum)
datestoformat <- paste(substr(datestoformat,1,4),
substr(datestoformat,5,7),"01",sep="-")
#get xts for analysis
french_momentum_xts <- as.xts(french_momentum[,1:6],
order.by=as.Date(datestoformat))
french_momentum_xts <- french_momentum_xts/100
#get price series from monthly returns
french_price<-as.xts(
apply(1+coredata(french_momentum_xts[,1:6]),MARGIN=2,cumprod),
index(french_momentum_xts))
#check data for reasonability
plot.zoo(french_price,log="y")
#for this example lets use Bill Millers fund
getSymbols("LMVTX",from="1896-01-01", to=Sys.Date(), adjust=TRUE)
LMVTX <- to.monthly(LMVTX)
index(LMVTX) <- as.Date(format(as.Date(index(LMVTX)),"%Y-%m-01"))
LMVTX.roc <- ROC(LMVTX[,4],type="discrete",n=1)
perfComp <- na.omit(merge(LMVTX.roc,french_momentum_xts))
fit.time <- fitTimeSeriesFactorModel(
assets.names=colnames(perfComp[,1]),
factors.names=colnames(perfComp[,-1]),
data=perfComp,
fit.method="DLS"
)
betasRolling <- rollapply(perfComp, width = 36, by.column=FALSE, by=1, FUN = function(x){
fit.time <- fitTimeSeriesFactorModel(
assets.names=colnames(x[,1]),
factors.names=colnames(x[,-1]),
data=x,
fit.method="OLS"
)
return(fit.time$beta)
})
colnames(betasRolling) <- colnames(perfComp)[-1]
require(reshape2)
betasRolling.melt <- melt(data.frame(index(betasRolling),betasRolling),id.vars=1)
colnames(betasRolling.melt) <- c("date", "factor", "beta")
nBeta <- nPlot(
beta ~ date,
group = "factor",
data = na.omit(betasRolling.melt),
type = "lineChart"
)
#nBeta$chart(stacked = TRUE)
nBeta$xAxis(tickFormat =
"#!function(d) {return d3.time.format('%Y-%m-%d')(new Date(d * 24 * 60 * 60 * 1000));}!#"
)
nBeta
Raw
index.html
<!doctype HTML>
<meta charset = 'utf-8'>
<html>
<head>
<link rel='stylesheet' href="http://netdna.bootstrapcdn.com/bootswatch/2.3.1/cosmo/bootstrap.min.css">
<link rel="stylesheet" href="http://netdna.bootstrapcdn.com/twitter-bootstrap/2.3.1/css/bootstrap-responsive.min.css" >
<link rel='stylesheet' href="http://getbootstrap.com/2.3.2/assets/js/google-code-prettify/prettify.css">
<link rel='stylesheet' href="http://aozora.github.io/bootplus/assets/css/docs.css">
<link rel='stylesheet' href='http://nvd3.org/src/nv.d3.css'>
<script src='http://ajax.googleapis.com/ajax/libs/jquery/1.8.3/jquery.min.js' type='text/javascript'></script>
<script src='http://d3js.org/d3.v2.min.js' type='text/javascript'></script>
<script src='http://nvd3.org/nv.d3.js' type='text/javascript'></script>
<script src='http://nvd3.org/lib/fisheye.js' type='text/javascript'></script>
<style>
.rChart {
display: block
margin: auto auto;
width: 100%;
height: 400px;
}
/*
body {
margin-top: 60px;
}
*/
</style>
</head>
<body>
<div class='container'>
<div class='row'>
<div class='span8'>
<div class="bs-docs-example">
<div id='chart172c60a44598' class='rChart nvd3Plot nvd3'></div>
<br/>
<pre><code class='r'>#redo analysis with some interactivity
#original post is here
#http://timelyportfolio.blogspot.com/2011/11/after-reading-fine-article-style.html
#use Ken French momentum style indexes for style analysis
#http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/6_Portfolios_ME_Prior_12_2.zip
require(PerformanceAnalytics)
require(FactorAnalytics)
require(quantmod)
my.url=&quot;http://mba.tuck.dartmouth.edu/pages/faculty/ken.french/ftp/6_Portfolios_ME_Prior_12_2.zip&quot;
my.tempfile&lt;-paste(tempdir(),&quot;\frenchmomentum.zip&quot;,sep=&quot;&quot;)
my.usefile&lt;-paste(tempdir(),&quot;\6_Portfolios_ME_Prior_12_2.txt&quot;,sep=&quot;&quot;)
download.file(my.url, my.tempfile, method=&quot;auto&quot;,
quiet = FALSE, mode = &quot;wb&quot;,cacheOK = TRUE)
unzip(my.tempfile,exdir=tempdir(),junkpath=TRUE)
#read space delimited text file extracted from zip
french_momentum &lt;- read.table(file=my.usefile,
header = TRUE, sep = &quot;&quot;,
as.is = TRUE,
skip = 12, nrows=1038)
colnames(french_momentum) &lt;- c(paste(&quot;Small&quot;,
colnames(french_momentum)[1:3],sep=&quot;.&quot;),
paste(&quot;Large&quot;,colnames(french_momentum)[1:3],sep=&quot;.&quot;))
#get dates ready for xts index
datestoformat &lt;- rownames(french_momentum)
datestoformat &lt;- paste(substr(datestoformat,1,4),
substr(datestoformat,5,7),&quot;01&quot;,sep=&quot;-&quot;)
#get xts for analysis
french_momentum_xts &lt;- as.xts(french_momentum[,1:6],
order.by=as.Date(datestoformat))
french_momentum_xts &lt;- french_momentum_xts/100
#get price series from monthly returns
french_price&lt;-as.xts(
apply(1+coredata(french_momentum_xts[,1:6]),MARGIN=2,cumprod),
index(french_momentum_xts))
#check data for reasonability
plot.zoo(french_price,log=&quot;y&quot;)
#for this example lets use Bill Millers fund
getSymbols(&quot;LMVTX&quot;,from=&quot;1896-01-01&quot;, to=Sys.Date(), adjust=TRUE)
LMVTX &lt;- to.monthly(LMVTX)
index(LMVTX) &lt;- as.Date(format(as.Date(index(LMVTX)),&quot;%Y-%m-01&quot;))
LMVTX.roc &lt;- ROC(LMVTX[,4],type=&quot;discrete&quot;,n=1)
perfComp &lt;- na.omit(merge(LMVTX.roc,french_momentum_xts))
fit.time &lt;- fitTimeSeriesFactorModel(
assets.names=colnames(perfComp[,1]),
factors.names=colnames(perfComp[,-1]),
data=perfComp,
fit.method=&quot;DLS&quot;
)
betasRolling &lt;- rollapply(perfComp, width = 36, by.column=FALSE, by=1, FUN = function(x){
fit.time &lt;- fitTimeSeriesFactorModel(
assets.names=colnames(x[,1]),
factors.names=colnames(x[,-1]),
data=x,
fit.method=&quot;OLS&quot;
)
return(fit.time$beta)
})
colnames(betasRolling) &lt;- colnames(perfComp)[-1]
require(reshape2)
betasRolling.melt &lt;- melt(data.frame(index(betasRolling),betasRolling),id.vars=1)
colnames(betasRolling.melt) &lt;- c(&quot;date&quot;, &quot;factor&quot;, &quot;beta&quot;)
nBeta &lt;- nPlot(
beta ~ date,
group = &quot;factor&quot;,
data = na.omit(betasRolling.melt),
type = &quot;lineChart&quot;
)
#nBeta$chart(stacked = TRUE)
nBeta$xAxis(tickFormat =
&quot;#!function(d) {return d3.time.format('%Y-%m-%d')(new Date(d * 24 * 60 * 60 * 1000));}!#&quot;
)
nBeta
</code></pre>
</div>
</div>
</div>
</div>
<script type='text/javascript'>
$(document).ready(function(){
drawchart172c60a44598()
});
function drawchart172c60a44598(){
var opts = {
"dom": "chart172c60a44598",
"width": 700,
"height": 400,
"x": "date",
"y": "beta",
"group": "factor",
"type": "lineChart",
"id": "chart172c60a44598"
},
data = [{"date":6940,"factor":"Small.Low","beta":-0.132699108006774},{"date":6971,"factor":"Small.Low","beta":0.0494855901675982},{"date":6999,"factor":"Small.Low","beta":0.13835276002942},{"date":7030,"factor":"Small.Low","beta":0.134644197120902},{"date":7060,"factor":"Small.Low","beta":0.126074274122059},{"date":7091,"factor":"Small.Low","beta":0.154340686179769},{"date":7121,"factor":"Small.Low","beta":0.0970179226776364},{"date":7152,"factor":"Small.Low","beta":0.0265442218017785},{"date":7183,"factor":"Small.Low","beta":0.0560166563406345},{"date":7213,"factor":"Small.Low","beta":0.0799950990011177},{"date":7244,"factor":"Small.Low","beta":0.0797059414933549},{"date":7274,"factor":"Small.Low","beta":0.0140470182491909},{"date":7305,"factor":"Small.Low","beta":0.396918880987043},{"date":7336,"factor":"Small.Low","beta":0.441076810271395},{"date":7364,"factor":"Small.Low","beta":0.44580824913891},{"date":7395,"factor":"Small.Low","beta":0.480851886908607},{"date":7425,"factor":"Small.Low","beta":0.551469312698757},{"date":7456,"factor":"Small.Low","beta":0.60120407561881},{"date":7486,"factor":"Small.Low","beta":0.640707120846403},{"date":7517,"factor":"Small.Low","beta":0.611130376755066},{"date":7548,"factor":"Small.Low","beta":0.626595430142845},{"date":7578,"factor":"Small.Low","beta":0.592362141612632},{"date":7609,"factor":"Small.Low","beta":0.582501797826637},{"date":7639,"factor":"Small.Low","beta":0.313969189877085},{"date":7670,"factor":"Small.Low","beta":-0.116510852626822},{"date":7701,"factor":"Small.Low","beta":-0.273317991668519},{"date":7729,"factor":"Small.Low","beta":-0.433885356258557},{"date":7760,"factor":"Small.Low","beta":-0.44658860183746},{"date":7790,"factor":"Small.Low","beta":-0.374466396928081},{"date":7821,"factor":"Small.Low","beta":-0.369327499544909},{"date":7851,"factor":"Small.Low","beta":-0.470488682391658},{"date":7882,"factor":"Small.Low","beta":2.10030579820087},{"date":7913,"factor":"Small.Low","beta":1.98431182122275},{"date":7943,"factor":"Small.Low","beta":1.98624447482418},{"date":7974,"factor":"Small.Low","beta":1.99163248635653},{"date":8004,"factor":"Small.Low","beta":1.81407620479123},{"date":8035,"factor":"Small.Low","beta":1.83457211985127},{"date":8066,"factor":"Small.Low","beta":1.73427278807486},{"date":8095,"factor":"Small.Low","beta":1.7023752904061},{"date":8126,"factor":"Small.Low","beta":1.66999134405679},{"date":8156,"factor":"Small.Low","beta":1.70453769745515},{"date":8187,"factor":"Small.Low","beta":1.72665116126465},{"date":8217,"factor":"Small.Low","beta":1.73225041231144},{"date":8248,"factor":"Small.Low","beta":1.83707330350115},{"date":8279,"factor":"Small.Low","beta":1.80180682822342},{"date":8309,"factor":"Small.Low","beta":1.83326672940126},{"date":8340,"factor":"Small.Low","beta":1.73146179267058},{"date":8370,"factor":"Small.Low","beta":1.98573207020751},{"date":8401,"factor":"Small.Low","beta":1.95503622795477},{"date":8432,"factor":"Small.Low","beta":1.91510050247903},{"date":8460,"factor":"Small.Low","beta":2.06234817763533},{"date":8491,"factor":"Small.Low","beta":2.02556332444173},{"date":8521,"factor":"Small.Low","beta":2.17280151727743},{"date":8552,"factor":"Small.Low","beta":2.1539436363663},{"date":8582,"factor":"Small.Low","beta":2.17578789143967},{"date":8613,"factor":"Small.Low","beta":2.13590766404621},{"date":8644,"factor":"Small.Low","beta":2.25813214422817},{"date":8674,"factor":"Small.Low","beta":2.37954300743046},{"date":8705,"factor":"Small.Low","beta":2.48328410668925},{"date":8735,"factor":"Small.Low","beta":2.60437123202394},{"date":8766,"factor":"Small.Low","beta":2.70683226751087},{"date":8797,"factor":"Small.Low","beta":2.89123161723098},{"date":8825,"factor":"Small.Low","beta":2.75188680565689},{"date":8856,"factor":"Small.Low","beta":3.12518289333259},{"date":8886,"factor":"Small.Low","beta":3.81714891040248},{"date":8917,"factor":"Small.Low","beta":3.70452957081485},{"date":8947,"factor":"Small.Low","beta":3.6699083000277},{"date":8978,"factor":"Small.Low","beta":0.0739505099923333},{"date":9009,"factor":"Small.Low","beta":0.16725333218915},{"date":9039,"factor":"Small.Low","beta":0.188412624672738},{"date":9070,"factor":"Small.Low","beta":0.15664840162101},{"date":9100,"factor":"Small.Low","beta":0.103663766358897},{"date":9131,"factor":"Small.Low","beta":0.037158909280659},{"date":9162,"factor":"Small.Low","beta":0.0455718506876527},{"date":9190,"factor":"Small.Low","beta":0.0873318737726111},{"date":9221,"factor":"Small.Low","beta":0.128288999963944},{"date":9251,"factor":"Small.Low","beta":0.109805187804276},{"date":9282,"factor":"Small.Low","beta":0.131794843308764},{"date":9312,"factor":"Small.Low","beta":0.121643396305697},{"date":9343,"factor":"Small.Low","beta":0.125721968738357},{"date":9374,"factor":"Small.Low","beta":0.124228617960379},{"date":9404,"factor":"Small.Low","beta":0.147030333680494},{"date":9435,"factor":"Small.Low","beta":0.242809662967979},{"date":9465,"factor":"Small.Low","beta":0.221624781763163},{"date":9496,"factor":"Small.Low","beta":0.320876686052197},{"date":9527,"factor":"Small.Low","beta":0.213467374986764},{"date":9556,"factor":"Small.Low","beta":0.212375840643509},{"date":9587,"factor":"Small.Low","beta":0.16663337373403},{"date":9617,"factor":"Small.Low","beta":0.233593250578009},{"date":9648,"factor":"Small.Low","beta":0.232541427593388},{"date":9678,"factor":"Small.Low","beta":0.323449527212826},{"date":9709,"factor":"Small.Low","beta":0.284981820988081},{"date":9740,"factor":"Small.Low","beta":0.283791456575901},{"date":9770,"factor":"Small.Low","beta":0.30503917560107},{"date":9801,"factor":"Small.Low","beta":0.356756225038036},{"date":9831,"factor":"Small.Low","beta":0.323713414973039},{"date":9862,"factor":"Small.Low","beta":0.336910292358803},{"date":9893,"factor":"Small.Low","beta":0.338051446894428},{"date":9921,"factor":"Small.Low","beta":0.343409413989266},{"date":9952,"factor":"Small.Low","beta":0.301275148276777},{"date":9982,"factor":"Small.Low","beta":0.216961245523853},{"date":10013,"factor":"Small.Low","beta":0.242354914849617},{"date":10043,"factor":"Small.Low","beta":0.176424973322589},{"date":10074,"factor":"Small.Low","beta":0.214487972946985},{"date":10105,"factor":"Small.Low","beta":0.238939897316561},{"date":10135,"factor":"Small.Low","beta":0.256924930398679},{"date":10166,"factor":"Small.Low","beta":0.297537083110725},{"date":10196,"factor":"Small.Low","beta":0.356302125873125},{"date":10227,"factor":"Small.Low","beta":0.424384676055372},{"date":10258,"factor":"Small.Low","beta":0.431821489449095},{"date":10286,"factor":"Small.Low","beta":0.452658519353991},{"date":10317,"factor":"Small.Low","beta":0.457093793461374},{"date":10347,"factor":"Small.Low","beta":0.451995579098392},{"date":10378,"factor":"Small.Low","beta":0.45358314786971},{"date":10408,"factor":"Small.Low","beta":0.377353117861271},{"date":10439,"factor":"Small.Low","beta":0.440141795566673},{"date":10470,"factor":"Small.Low","beta":0.434922730927657},{"date":10500,"factor":"Small.Low","beta":0.415249026833727},{"date":10531,"factor":"Small.Low","beta":0.429592493964488},{"date":10561,"factor":"Small.Low","beta":0.384847737482608},{"date":10592,"factor":"Small.Low","beta":0.500356566464267},{"date":10623,"factor":"Small.Low","beta":0.550088696992438},{"date":10651,"factor":"Small.Low","beta":0.612507485537584},{"date":10682,"factor":"Small.Low","beta":0.584881686311236},{"date":10712,"factor":"Small.Low","beta":0.573401777515621},{"date":10743,"factor":"Small.Low","beta":0.607519572397783},{"date":10773,"factor":"Small.Low","beta":0.555618077443353},{"date":10804,"factor":"Small.Low","beta":0.573025701391426},{"date":10835,"factor":"Small.Low","beta":0.514691720823808},{"date":10865,"factor":"Small.Low","beta":0.507148618442005},{"date":10896,"factor":"Small.Low","beta":0.506814395477696},{"date":10926,"factor":"Small.Low","beta":0.621197044820843},{"date":10957,"factor":"Small.Low","beta":0.622905867215359},{"date":10988,"factor":"Small.Low","beta":0.549002830021342},{"date":11017,"factor":"Small.Low","beta":0.565101768998811},{"date":11048,"factor":"Small.Low","beta":0.525242402196969},{"date":11078,"factor":"Small.Low","beta":0.495048271249649},{"date":11109,"factor":"Small.Low","beta":0.493723524950142},{"date":11139,"factor":"Small.Low","beta":0.483421102065725},{"date":11170,"factor":"Small.Low","beta":0.473665965559551},{"date":11201,"factor":"Small.Low","beta":0.399214467866758},{"date":11231,"factor":"Small.Low","beta":0.257575205722698},{"date":11262,"factor":"Small.Low","beta":0.161839368597959},{"date":11292,"factor":"Small.Low","beta":0.100330092088647},{"date":11323,"factor":"Small.Low","beta":0.361592410913759},{"date":11354,"factor":"Small.Low","beta":0.361030227205085},{"date":11382,"factor":"Small.Low","beta":0.347509560099281},{"date":11413,"factor":"Small.Low","beta":0.352984464660641},{"date":11443,"factor":"Small.Low","beta":0.31794660681713},{"date":11474,"factor":"Small.Low","beta":0.305068969861605},{"date":11504,"factor":"Small.Low","beta":0.321018803771847},{"date":11535,"factor":"Small.Low","beta":0.317877900856541},{"date":11566,"factor":"Small.Low","beta":0.287572348281952},{"date":11596,"factor":"Small.Low","beta":0.185886840272328},{"date":11627,"factor":"Small.Low","beta":0.183562473977896},{"date":11657,"factor":"Small.Low","beta":0.146824855116039},{"date":11688,"factor":"Small.Low","beta":0.0602577975083818},{"date":11719,"factor":"Small.Low","beta":0.0817509657592486},{"date":11747,"factor":"Small.Low","beta":0.0252869121223969},{"date":11778,"factor":"Small.Low","beta":-0.0131009004314291},{"date":11808,"factor":"Small.Low","beta":-0.0588040470036662},{"date":11839,"factor":"Small.Low","beta":-0.0277654557011274},{"date":11869,"factor":"Small.Low","beta":0.00296687701071172},{"date":11900,"factor":"Small.Low","beta":-0.0011362966352193},{"date":11931,"factor":"Small.Low","beta":-0.0184855793307899},{"date":11961,"factor":"Small.Low","beta":-0.0682904330864384},{"date":11992,"factor":"Small.Low","beta":0.03981504713812},{"date":12022,"factor":"Small.Low","beta":0.0434951714789322},{"date":12053,"factor":"Small.Low","beta":0.0682174674954053},{"date":12084,"factor":"Small.Low","beta":0.0979959543333477},{"date":12112,"factor":"Small.Low","beta":0.0929184657809145},{"date":12143,"factor":"Small.Low","beta":0.0772554520928883},{"date":12173,"factor":"Small.Low","beta":0.0573473315919887},{"date":12204,"factor":"Small.Low","beta":0.0439009799855387},{"date":12234,"factor":"Small.Low","beta":0.0630878516182668},{"date":12265,"factor":"Small.Low","beta":0.0818075175070428},{"date":12296,"factor":"Small.Low","beta":0.0815133422818082},{"date":12326,"factor":"Small.Low","beta":0.066493653724503},{"date":12357,"factor":"Small.Low","beta":0.0604939760558407},{"date":12387,"factor":"Small.Low","beta":0.103662237264283},{"date":12418,"factor":"Small.Low","beta":0.0931264406681718},{"date":12449,"factor":"Small.Low","beta":0.0959415050860034},{"date":12478,"factor":"Small.Low","beta":0.115993432362807},{"date":12509,"factor":"Small.Low","beta":0.100426353078389},{"date":12539,"factor":"Small.Low","beta":0.0958610195397896},{"date":12570,"factor":"Small.Low","beta":0.128772737376219},{"date":12600,"factor":"Small.Low","beta":0.160532526569263},{"date":12631,"factor":"Small.Low","beta":0.155267317796774},{"date":12662,"factor":"Small.Low","beta":0.139319509631329},{"date":12692,"factor":"Small.Low","beta":0.267332007399316},{"date":12723,"factor":"Small.Low","beta":0.29279433212974},{"date":12753,"factor":"Small.Low","beta":0.366080388855129},{"date":12784,"factor":"Small.Low","beta":0.376559025827104},{"date":12815,"factor":"Small.Low","beta":0.273131242029634},{"date":12843,"factor":"Small.Low","beta":0.264728604901648},{"date":12874,"factor":"Small.Low","beta":0.272705603547354},{"date":12904,"factor":"Small.Low","beta":0.324206554392892},{"date":12935,"factor":"Small.Low","beta":0.229388377955942},{"date":12965,"factor":"Small.Low","beta":0.187593209064535},{"date":12996,"factor":"Small.Low","beta":0.157215026140988},{"date":13027,"factor":"Small.Low","beta":0.174314249782096},{"date":13057,"factor":"Small.Low","beta":0.198041099452691},{"date":13088,"factor":"Small.Low","beta":0.101063467535599},{"date":13118,"factor":"Small.Low","beta":0.119405451128498},{"date":13149,"factor":"Small.Low","beta":-0.0201825416358813},{"date":13180,"factor":"Small.Low","beta":0.0581946738390267},{"date":13208,"factor":"Small.Low","beta":0.0548778256264182},{"date":13239,"factor":"Small.Low","beta":0.0313754182220646},{"date":13269,"factor":"Small.Low","beta":-0.0167116003344754},{"date":13300,"factor":"Small.Low","beta":-0.00673153926177378},{"date":13330,"factor":"Small.Low","beta":0.0547821372459582},{"date":13361,"factor":"Small.Low","beta":0.0719959012131239},{"date":13392,"factor":"Small.Low","beta":0.0567949287219064},{"date":13422,"factor":"Small.Low","beta":0.0110517246074236},{"date":13453,"factor":"Small.Low","beta":0.0151038842548059},{"date":13483,"factor":"Small.Low","beta":0.0335174234845636},{"date":13514,"factor":"Small.Low","beta":0.00907547052910344},{"date":13545,"factor":"Small.Low","beta":0.0394174822591315},{"date":13573,"factor":"Small.Low","beta":0.082070948273841},{"date":13604,"factor":"Small.Low","beta":-0.000491140207126268},{"date":13634,"factor":"Small.Low","beta":0.0480497458242534},{"date":13665,"factor":"Small.Low","beta":0.137803209699929},{"date":13695,"factor":"Small.Low","beta":0.102564949280234},{"date":13726,"factor":"Small.Low","beta":0.0883914083585431},{"date":13757,"factor":"Small.Low","beta":0.0437261928790539},{"date":13787,"factor":"Small.Low","beta":0.0820979603355589},{"date":13818,"factor":"Small.Low","beta":0.0661942263916191},{"date":13848,"factor":"Small.Low","beta":0.0375841789802547},{"date":13879,"factor":"Small.Low","beta":-0.0706554630601206},{"date":13910,"factor":"Small.Low","beta":-0.0832971158016609},{"date":13939,"factor":"Small.Low","beta":-0.0437548273111359},{"date":13970,"factor":"Small.Low","beta":0.0991281985563634},{"date":14000,"factor":"Small.Low","beta":0.0527701803137266},{"date":14031,"factor":"Small.Low","beta":-0.0287000321163944},{"date":14061,"factor":"Small.Low","beta":0.0229480673754438},{"date":14092,"factor":"Small.Low","beta":0.134545978829462},{"date":14123,"factor":"Small.Low","beta":0.0907933065007654},{"date":14153,"factor":"Small.Low","beta":0.16647346300712},{"date":14184,"factor":"Small.Low","beta":0.110684460228225},{"date":14214,"factor":"Small.Low","beta":0.270589577154775},{"date":14245,"factor":"Small.Low","beta":0.458564546464489},{"date":14276,"factor":"Small.Low","beta":0.441234525920396},{"date":14304,"factor":"Small.Low","beta":0.33222460664574},{"date":14335,"factor":"Small.Low","beta":-0.133980661224379},{"date":14365,"factor":"Small.Low","beta":0.0298847914725297},{"date":14396,"factor":"Small.Low","beta":0.077106239134575},{"date":14426,"factor":"Small.Low","beta":0.0339647089894085},{"date":14457,"factor":"Small.Low","beta":0.0749469912421768},{"date":14488,"factor":"Small.Low","beta":0.0540688668750352},{"date":14518,"factor":"Small.Low","beta":0.0465560460249923},{"date":14549,"factor":"Small.Low","beta":0.0539653391023239},{"date":14579,"factor":"Small.Low","beta":0.0555706983024767},{"date":14610,"factor":"Small.Low","beta":0.041431408117422},{"date":14641,"factor":"Small.Low","beta":0.0531075445629741},{"date":14669,"factor":"Small.Low","beta":0.0326413727424581},{"date":14700,"factor":"Small.Low","beta":0.0484041262072256},{"date":14730,"factor":"Small.Low","beta":0.0655226654500099},{"date":14761,"factor":"Small.Low","beta":0.0647855072522599},{"date":14791,"factor":"Small.Low","beta":0.0401523882907843},{"date":14822,"factor":"Small.Low","beta":0.0298999284869223},{"date":14853,"factor":"Small.Low","beta":0.0275716660207055},{"date":14883,"factor":"Small.Low","beta":0.0201500272551382},{"date":14914,"factor":"Small.Low","beta":0.0173762130577301},{"date":14944,"factor":"Small.Low","beta":0.0104883180401139},{"date":14975,"factor":"Small.Low","beta":-0.0496259603994146},{"date":15006,"factor":"Small.Low","beta":-0.0334864603454189},{"date":15034,"factor":"Small.Low","beta":-0.0259142846013638},{"date":15065,"factor":"Small.Low","beta":-0.0580394138818327},{"date":15095,"factor":"Small.Low","beta":-0.0392363857834498},{"date":15126,"factor":"Small.Low","beta":-0.0114764856702575},{"date":15156,"factor":"Small.Low","beta":-0.0336588477538148},{"date":15187,"factor":"Small.Low","beta":-0.0535251678350787},{"date":15218,"factor":"Small.Low","beta":-0.0989620536555115},{"date":15248,"factor":"Small.Low","beta":-0.0283204880492422},{"date":15279,"factor":"Small.Low","beta":0.41875441791028},{"date":15309,"factor":"Small.Low","beta":0.349613707362589},{"date":15340,"factor":"Small.Low","beta":0.344098769047098},{"date":15371,"factor":"Small.Low","beta":0.351757716199407},{"date":15400,"factor":"Small.Low","beta":0.267862504406767},{"date":15431,"factor":"Small.Low","beta":0.279759620477199},{"date":15461,"factor":"Small.Low","beta":0.142174494890715},{"date":15492,"factor":"Small.Low","beta":0.098514368771635},{"date":15522,"factor":"Small.Low","beta":0.117749143642694},{"date":15553,"factor":"Small.Low","beta":0.0456738497308931},{"date":15584,"factor":"Small.Low","beta":0.0611771960928854},{"date":15614,"factor":"Small.Low","beta":0.0738773665986734},{"date":15645,"factor":"Small.Low","beta":0.137680349732827},{"date":15675,"factor":"Small.Low","beta":0.0912316345741072},{"date":15706,"factor":"Small.Low","beta":0.021861790485063},{"date":15737,"factor":"Small.Low","beta":0.0096046142492007},{"date":15765,"factor":"Small.Low","beta":-0.00492178119305843},{"date":15796,"factor":"Small.Low","beta":-0.00156998005308385},{"date":15826,"factor":"Small.Low","beta":0.161805340331026},{"date":15857,"factor":"Small.Low","beta":0.113324758819498},{"date":6940,"factor":"Small.X2","beta":0.838257989075279},{"date":6971,"factor":"Small.X2","beta":0.722732860350532},{"date":6999,"factor":"Small.X2","beta":0.612913483309349},{"date":7030,"factor":"Small.X2","beta":0.605000852629393},{"date":7060,"factor":"Small.X2","beta":0.519197654502347},{"date":7091,"factor":"Small.X2","beta":0.550795533210754},{"date":7121,"factor":"Small.X2","beta":0.60390758960447},{"date":7152,"factor":"Small.X2","beta":0.645008045074079},{"date":7183,"factor":"Small.X2","beta":0.61773304575406},{"date":7213,"factor":"Small.X2","beta":0.601650030707462},{"date":7244,"factor":"Small.X2","beta":0.634140390727689},{"date":7274,"factor":"Small.X2","beta":0.858556403052428},{"date":7305,"factor":"Small.X2","beta":0.55434612407055},{"date":7336,"factor":"Small.X2","beta":0.453479025682048},{"date":7364,"factor":"Small.X2","beta":0.450241056532954},{"date":7395,"factor":"Small.X2","beta":0.453811756706041},{"date":7425,"factor":"Small.X2","beta":0.377997592140088},{"date":7456,"factor":"Small.X2","beta":0.358106674068648},{"date":7486,"factor":"Small.X2","beta":0.340775152504857},{"date":7517,"factor":"Small.X2","beta":0.39359110855861},{"date":7548,"factor":"Small.X2","beta":0.388531794857099},{"date":7578,"factor":"Small.X2","beta":0.0501824169420556},{"date":7609,"factor":"Small.X2","beta":0.186660049068521},{"date":7639,"factor":"Small.X2","beta":0.31902830739218},{"date":7670,"factor":"Small.X2","beta":0.308641890380896},{"date":7701,"factor":"Small.X2","beta":0.345744632531664},{"date":7729,"factor":"Small.X2","beta":0.668210339781936},{"date":7760,"factor":"Small.X2","beta":0.700530804435335},{"date":7790,"factor":"Small.X2","beta":0.678913314038331},{"date":7821,"factor":"Small.X2","beta":0.696494636383658},{"date":7851,"factor":"Small.X2","beta":0.781439656264462},{"date":7882,"factor":"Small.X2","beta":-1.280738067178},{"date":7913,"factor":"Small.X2","beta":-1.30432869561031},{"date":7943,"factor":"Small.X2","beta":-1.29931204522345},{"date":7974,"factor":"Small.X2","beta":-1.44556724035578},{"date":8004,"factor":"Small.X2","beta":-1.20991603881943},{"date":8035,"factor":"Small.X2","beta":-1.21206112426369},{"date":8066,"factor":"Small.X2","beta":-0.958374658198417},{"date":8095,"factor":"Small.X2","beta":-0.987557850101361},{"date":8126,"factor":"Small.X2","beta":-0.937979321803583},{"date":8156,"factor":"Small.X2","beta":-0.872369123431816},{"date":8187,"factor":"Small.X2","beta":-0.974582561841471},{"date":8217,"factor":"Small.X2","beta":-1.01682211117795},{"date":8248,"factor":"Small.X2","beta":-1.20586802251247},{"date":8279,"factor":"Small.X2","beta":-1.17323192348862},{"date":8309,"factor":"Small.X2","beta":-1.19082588107903},{"date":8340,"factor":"Small.X2","beta":-1.09474517751304},{"date":8370,"factor":"Small.X2","beta":-1.40805470914774},{"date":8401,"factor":"Small.X2","beta":-1.28748184215539},{"date":8432,"factor":"Small.X2","beta":-1.14126143023457},{"date":8460,"factor":"Small.X2","beta":-1.3567092038668},{"date":8491,"factor":"Small.X2","beta":-1.25117327203985},{"date":8521,"factor":"Small.X2","beta":-1.67440506238269},{"date":8552,"factor":"Small.X2","beta":-1.70376020217452},{"date":8582,"factor":"Small.X2","beta":-1.65283856960709},{"date":8613,"factor":"Small.X2","beta":-1.3243975438275},{"date":8644,"factor":"Small.X2","beta":-1.75622264309103},{"date":8674,"factor":"Small.X2","beta":-2.27862899712827},{"date":8705,"factor":"Small.X2","beta":-2.60154020446188},{"date":8735,"factor":"Small.X2","beta":-2.74381985674976},{"date":8766,"factor":"Small.X2","beta":-2.84483006506973},{"date":8797,"factor":"Small.X2","beta":-2.42799202468908},{"date":8825,"factor":"Small.X2","beta":-2.16210576991195},{"date":8856,"factor":"Small.X2","beta":-3.13868533985038},{"date":8886,"factor":"Small.X2","beta":-4.30998483841394},{"date":8917,"factor":"Small.X2","beta":-4.1659344460959},{"date":8947,"factor":"Small.X2","beta":-3.10094868461406},{"date":8978,"factor":"Small.X2","beta":0.31790639059935},{"date":9009,"factor":"Small.X2","beta":0.522798297403983},{"date":9039,"factor":"Small.X2","beta":0.349893654162415},{"date":9070,"factor":"Small.X2","beta":0.328425062800276},{"date":9100,"factor":"Small.X2","beta":0.361598849441078},{"date":9131,"factor":"Small.X2","beta":0.46745317958979},{"date":9162,"factor":"Small.X2","beta":0.433933214070946},{"date":9190,"factor":"Small.X2","beta":0.294914996092243},{"date":9221,"factor":"Small.X2","beta":0.32568312361742},{"date":9251,"factor":"Small.X2","beta":0.340126681278499},{"date":9282,"factor":"Small.X2","beta":0.175099266116645},{"date":9312,"factor":"Small.X2","beta":0.195286040869225},{"date":9343,"factor":"Small.X2","beta":0.184439739362396},{"date":9374,"factor":"Small.X2","beta":0.186663182569419},{"date":9404,"factor":"Small.X2","beta":0.165628654711698},{"date":9435,"factor":"Small.X2","beta":0.0877719354656874},{"date":9465,"factor":"Small.X2","beta":0.144767258079602},{"date":9496,"factor":"Small.X2","beta":0.0510079228047428},{"date":9527,"factor":"Small.X2","beta":0.0709454552058192},{"date":9556,"factor":"Small.X2","beta":0.0956681549744611},{"date":9587,"factor":"Small.X2","beta":0.223585597984823},{"date":9617,"factor":"Small.X2","beta":0.278809639330053},{"date":9648,"factor":"Small.X2","beta":0.305663489147398},{"date":9678,"factor":"Small.X2","beta":0.329583501819631},{"date":9709,"factor":"Small.X2","beta":0.369455587420905},{"date":9740,"factor":"Small.X2","beta":0.395986746151974},{"date":9770,"factor":"Small.X2","beta":0.394352591454549},{"date":9801,"factor":"Small.X2","beta":0.329355417798901},{"date":9831,"factor":"Small.X2","beta":0.356879261589533},{"date":9862,"factor":"Small.X2","beta":0.310462746966496},{"date":9893,"factor":"Small.X2","beta":0.299831523954439},{"date":9921,"factor":"Small.X2","beta":0.283368746268931},{"date":9952,"factor":"Small.X2","beta":0.361458117692831},{"date":9982,"factor":"Small.X2","beta":0.281944836920706},{"date":10013,"factor":"Small.X2","beta":0.240962796584552},{"date":10043,"factor":"Small.X2","beta":0.349659236014428},{"date":10074,"factor":"Small.X2","beta":0.428133763003303},{"date":10105,"factor":"Small.X2","beta":0.303053657538184},{"date":10135,"factor":"Small.X2","beta":0.233287549500373},{"date":10166,"factor":"Small.X2","beta":0.397005262248581},{"date":10196,"factor":"Small.X2","beta":0.357936626633247},{"date":10227,"factor":"Small.X2","beta":0.19151336648647},{"date":10258,"factor":"Small.X2","beta":0.205817345895225},{"date":10286,"factor":"Small.X2","beta":0.115707724138841},{"date":10317,"factor":"Small.X2","beta":0.123568546606646},{"date":10347,"factor":"Small.X2","beta":0.125192336961408},{"date":10378,"factor":"Small.X2","beta":0.321357806764238},{"date":10408,"factor":"Small.X2","beta":0.145805593152091},{"date":10439,"factor":"Small.X2","beta":0.0412131101426248},{"date":10470,"factor":"Small.X2","beta":-0.0295216374234751},{"date":10500,"factor":"Small.X2","beta":0.00562693871280876},{"date":10531,"factor":"Small.X2","beta":-0.011776621479759},{"date":10561,"factor":"Small.X2","beta":0.192888841037903},{"date":10592,"factor":"Small.X2","beta":-0.0137004133831336},{"date":10623,"factor":"Small.X2","beta":-0.140566472510897},{"date":10651,"factor":"Small.X2","beta":-0.353552219283821},{"date":10682,"factor":"Small.X2","beta":-0.303538170757859},{"date":10712,"factor":"Small.X2","beta":-0.451408634646808},{"date":10743,"factor":"Small.X2","beta":-0.438109004698349},{"date":10773,"factor":"Small.X2","beta":-0.470019162462531},{"date":10804,"factor":"Small.X2","beta":-0.445010214377279},{"date":10835,"factor":"Small.X2","beta":-0.348435819288429},{"date":10865,"factor":"Small.X2","beta":-0.442744682135546},{"date":10896,"factor":"Small.X2","beta":-0.525704080911529},{"date":10926,"factor":"Small.X2","beta":-0.59523462136088},{"date":10957,"factor":"Small.X2","beta":-0.366960196137714},{"date":10988,"factor":"Small.X2","beta":-0.473462799377715},{"date":11017,"factor":"Small.X2","beta":-0.478528421935313},{"date":11048,"factor":"Small.X2","beta":-0.260478374900248},{"date":11078,"factor":"Small.X2","beta":-0.237552332658968},{"date":11109,"factor":"Small.X2","beta":-0.195920710508821},{"date":11139,"factor":"Small.X2","beta":-0.255618154733501},{"date":11170,"factor":"Small.X2","beta":-0.31350150279393},{"date":11201,"factor":"Small.X2","beta":-0.228489713877535},{"date":11231,"factor":"Small.X2","beta":-0.112287137599269},{"date":11262,"factor":"Small.X2","beta":-0.0439247054640842},{"date":11292,"factor":"Small.X2","beta":0.0158274796035012},{"date":11323,"factor":"Small.X2","beta":-0.121906616435944},{"date":11354,"factor":"Small.X2","beta":-0.132546915193394},{"date":11382,"factor":"Small.X2","beta":-0.0624895812288328},{"date":11413,"factor":"Small.X2","beta":-0.0635487304472752},{"date":11443,"factor":"Small.X2","beta":-0.0727273910347486},{"date":11474,"factor":"Small.X2","beta":-0.0780423447835776},{"date":11504,"factor":"Small.X2","beta":-0.0527510201798761},{"date":11535,"factor":"Small.X2","beta":-0.205695673593021},{"date":11566,"factor":"Small.X2","beta":-0.00835208406087097},{"date":11596,"factor":"Small.X2","beta":0.0339738096219417},{"date":11627,"factor":"Small.X2","beta":0.040570427145068},{"date":11657,"factor":"Small.X2","beta":-0.0718365437249159},{"date":11688,"factor":"Small.X2","beta":0.013157769333714},{"date":11719,"factor":"Small.X2","beta":-0.0164975957004615},{"date":11747,"factor":"Small.X2","beta":0.239418958199522},{"date":11778,"factor":"Small.X2","beta":0.292873200762957},{"date":11808,"factor":"Small.X2","beta":0.31850129064191},{"date":11839,"factor":"Small.X2","beta":0.343131756060434},{"date":11869,"factor":"Small.X2","beta":0.249565684006098},{"date":11900,"factor":"Small.X2","beta":0.263119601206148},{"date":11931,"factor":"Small.X2","beta":0.281063813834251},{"date":11961,"factor":"Small.X2","beta":0.325314181077512},{"date":11992,"factor":"Small.X2","beta":0.250907808734902},{"date":12022,"factor":"Small.X2","beta":0.23741589304523},{"date":12053,"factor":"Small.X2","beta":0.158589637218555},{"date":12084,"factor":"Small.X2","beta":0.17539834603491},{"date":12112,"factor":"Small.X2","beta":0.168792844440017},{"date":12143,"factor":"Small.X2","beta":0.226687155304381},{"date":12173,"factor":"Small.X2","beta":0.245256440008714},{"date":12204,"factor":"Small.X2","beta":0.459791912471444},{"date":12234,"factor":"Small.X2","beta":0.490298347651679},{"date":12265,"factor":"Small.X2","beta":0.550270432112223},{"date":12296,"factor":"Small.X2","beta":0.55199216575561},{"date":12326,"factor":"Small.X2","beta":0.582491881463847},{"date":12357,"factor":"Small.X2","beta":0.58787994152422},{"date":12387,"factor":"Small.X2","beta":0.5269801037304},{"date":12418,"factor":"Small.X2","beta":0.532026919477738},{"date":12449,"factor":"Small.X2","beta":0.377285165497205},{"date":12478,"factor":"Small.X2","beta":0.310081330113967},{"date":12509,"factor":"Small.X2","beta":0.262623798893925},{"date":12539,"factor":"Small.X2","beta":0.254348193682361},{"date":12570,"factor":"Small.X2","beta":0.203447903848263},{"date":12600,"factor":"Small.X2","beta":0.150601219518375},{"date":12631,"factor":"Small.X2","beta":0.145362581499238},{"date":12662,"factor":"Small.X2","beta":0.184636358679572},{"date":12692,"factor":"Small.X2","beta":-0.0527970518037556},{"date":12723,"factor":"Small.X2","beta":-0.0802699948226607},{"date":12753,"factor":"Small.X2","beta":-0.138768602802907},{"date":12784,"factor":"Small.X2","beta":-0.136190778616688},{"date":12815,"factor":"Small.X2","beta":0.148478462961489},{"date":12843,"factor":"Small.X2","beta":0.120175867189362},{"date":12874,"factor":"Small.X2","beta":-0.176647059381232},{"date":12904,"factor":"Small.X2","beta":-0.203783450069191},{"date":12935,"factor":"Small.X2","beta":-0.121446932241614},{"date":12965,"factor":"Small.X2","beta":-0.0134981766749104},{"date":12996,"factor":"Small.X2","beta":-0.0412922662163586},{"date":13027,"factor":"Small.X2","beta":-0.0827261888536561},{"date":13057,"factor":"Small.X2","beta":0.17932278039891},{"date":13088,"factor":"Small.X2","beta":0.230757296225409},{"date":13118,"factor":"Small.X2","beta":0.202296862771677},{"date":13149,"factor":"Small.X2","beta":0.574269772870567},{"date":13180,"factor":"Small.X2","beta":0.474384952526108},{"date":13208,"factor":"Small.X2","beta":0.477199810431569},{"date":13239,"factor":"Small.X2","beta":0.567905689533929},{"date":13269,"factor":"Small.X2","beta":0.610821765727022},{"date":13300,"factor":"Small.X2","beta":0.604185470206447},{"date":13330,"factor":"Small.X2","beta":0.479724932457205},{"date":13361,"factor":"Small.X2","beta":0.469980305176441},{"date":13392,"factor":"Small.X2","beta":0.500344614282217},{"date":13422,"factor":"Small.X2","beta":0.542422757346766},{"date":13453,"factor":"Small.X2","beta":0.53942585945973},{"date":13483,"factor":"Small.X2","beta":0.525000584082449},{"date":13514,"factor":"Small.X2","beta":0.542029034259409},{"date":13545,"factor":"Small.X2","beta":0.623106687968466},{"date":13573,"factor":"Small.X2","beta":0.60697260843316},{"date":13604,"factor":"Small.X2","beta":0.546010069085311},{"date":13634,"factor":"Small.X2","beta":0.46123468423044},{"date":13665,"factor":"Small.X2","beta":0.34273070923758},{"date":13695,"factor":"Small.X2","beta":0.345959712812538},{"date":13726,"factor":"Small.X2","beta":0.327912365424026},{"date":13757,"factor":"Small.X2","beta":0.245361952354989},{"date":13787,"factor":"Small.X2","beta":0.256308390123265},{"date":13818,"factor":"Small.X2","beta":0.176962026170866},{"date":13848,"factor":"Small.X2","beta":0.334216000466506},{"date":13879,"factor":"Small.X2","beta":0.454624523313017},{"date":13910,"factor":"Small.X2","beta":0.337673294140501},{"date":13939,"factor":"Small.X2","beta":0.086039401520649},{"date":13970,"factor":"Small.X2","beta":-0.0377121763087889},{"date":14000,"factor":"Small.X2","beta":-0.0188219073451459},{"date":14031,"factor":"Small.X2","beta":-0.209570461301127},{"date":14061,"factor":"Small.X2","beta":-0.259710818833646},{"date":14092,"factor":"Small.X2","beta":-0.319238433810282},{"date":14123,"factor":"Small.X2","beta":-0.28482840565413},{"date":14153,"factor":"Small.X2","beta":-0.426255720443315},{"date":14184,"factor":"Small.X2","beta":0.132621263146636},{"date":14214,"factor":"Small.X2","beta":-0.0420966658610742},{"date":14245,"factor":"Small.X2","beta":-0.328755136869592},{"date":14276,"factor":"Small.X2","beta":-0.318156462357914},{"date":14304,"factor":"Small.X2","beta":-0.2242129018074},{"date":14335,"factor":"Small.X2","beta":0.0886481771493409},{"date":14365,"factor":"Small.X2","beta":-0.233826064799855},{"date":14396,"factor":"Small.X2","beta":-0.24038682861719},{"date":14426,"factor":"Small.X2","beta":-0.173679031327274},{"date":14457,"factor":"Small.X2","beta":-0.161606536020798},{"date":14488,"factor":"Small.X2","beta":-0.113701273819304},{"date":14518,"factor":"Small.X2","beta":-0.0485415483290101},{"date":14549,"factor":"Small.X2","beta":-0.0282710724677001},{"date":14579,"factor":"Small.X2","beta":-0.0198004596471976},{"date":14610,"factor":"Small.X2","beta":-0.0467951822435552},{"date":14641,"factor":"Small.X2","beta":-0.0432322325785242},{"date":14669,"factor":"Small.X2","beta":-0.020711191222993},{"date":14700,"factor":"Small.X2","beta":-0.00395825597841856},{"date":14730,"factor":"Small.X2","beta":-0.0397218220855534},{"date":14761,"factor":"Small.X2","beta":-0.0453941251759405},{"date":14791,"factor":"Small.X2","beta":-0.0278002271473322},{"date":14822,"factor":"Small.X2","beta":-0.024281410717453},{"date":14853,"factor":"Small.X2","beta":0.00556565316240884},{"date":14883,"factor":"Small.X2","beta":-0.00850451905260746},{"date":14914,"factor":"Small.X2","beta":0.00144799613092553},{"date":14944,"factor":"Small.X2","beta":0.00227689901773603},{"date":14975,"factor":"Small.X2","beta":0.032142332646999},{"date":15006,"factor":"Small.X2","beta":0.0402613033508225},{"date":15034,"factor":"Small.X2","beta":0.164848170492677},{"date":15065,"factor":"Small.X2","beta":0.198861775782143},{"date":15095,"factor":"Small.X2","beta":0.193676039850416},{"date":15126,"factor":"Small.X2","beta":0.172943212447735},{"date":15156,"factor":"Small.X2","beta":0.183350556278309},{"date":15187,"factor":"Small.X2","beta":0.182806000119352},{"date":15218,"factor":"Small.X2","beta":0.295697467745594},{"date":15248,"factor":"Small.X2","beta":0.239670442046959},{"date":15279,"factor":"Small.X2","beta":-1.01787460212007},{"date":15309,"factor":"Small.X2","beta":-0.850990221405121},{"date":15340,"factor":"Small.X2","beta":-0.817237941147454},{"date":15371,"factor":"Small.X2","beta":-0.825232622514981},{"date":15400,"factor":"Small.X2","beta":-0.643144581225779},{"date":15431,"factor":"Small.X2","beta":-0.299815954919712},{"date":15461,"factor":"Small.X2","beta":-0.0340845591956327},{"date":15492,"factor":"Small.X2","beta":-0.046759867742639},{"date":15522,"factor":"Small.X2","beta":-0.195066829195343},{"date":15553,"factor":"Small.X2","beta":-0.175853803913224},{"date":15584,"factor":"Small.X2","beta":-0.181194745786416},{"date":15614,"factor":"Small.X2","beta":-0.158117498556967},{"date":15645,"factor":"Small.X2","beta":-0.33681982816633},{"date":15675,"factor":"Small.X2","beta":-0.183515259100447},{"date":15706,"factor":"Small.X2","beta":-0.11040512615002},{"date":15737,"factor":"Small.X2","beta":-0.122485677059674},{"date":15765,"factor":"Small.X2","beta":-0.093983811291587},{"date":15796,"factor":"Small.X2","beta":-0.0697310275798626},{"date":15826,"factor":"Small.X2","beta":-0.267343005054453},{"date":15857,"factor":"Small.X2","beta":0.00110535956499359},{"date":6940,"factor":"Small.High","beta":-0.247263801973091},{"date":6971,"factor":"Small.High","beta":-0.283220218109159},{"date":6999,"factor":"Small.High","beta":-0.262548184878069},{"date":7030,"factor":"Small.High","beta":-0.2285850297658},{"date":7060,"factor":"Small.High","beta":-0.164747604629839},{"date":7091,"factor":"Small.High","beta":-0.211557064070101},{"date":7121,"factor":"Small.High","beta":-0.236011831237255},{"date":7152,"factor":"Small.High","beta":-0.199241219737861},{"date":7183,"factor":"Small.High","beta":-0.181230445045484},{"date":7213,"factor":"Small.High","beta":-0.187671421436328},{"date":7244,"factor":"Small.High","beta":-0.228456385490441},{"date":7274,"factor":"Small.High","beta":-0.352077962106547},{"date":7305,"factor":"Small.High","beta":-0.480232419227919},{"date":7336,"factor":"Small.High","beta":-0.407968499240893},{"date":7364,"factor":"Small.High","beta":-0.408320153517562},{"date":7395,"factor":"Small.High","beta":-0.423901141704645},{"date":7425,"factor":"Small.High","beta":-0.450593596835254},{"date":7456,"factor":"Small.High","beta":-0.471772110449762},{"date":7486,"factor":"Small.High","beta":-0.504544516651956},{"date":7517,"factor":"Small.High","beta":-0.535430472901591},{"date":7548,"factor":"Small.High","beta":-0.546165896242493},{"date":7578,"factor":"Small.High","beta":-0.381608851661336},{"date":7609,"factor":"Small.High","beta":-0.407045896873834},{"date":7639,"factor":"Small.High","beta":-0.157695215430094},{"date":7670,"factor":"Small.High","beta":0.273561250272912},{"date":7701,"factor":"Small.High","beta":0.378247435114169},{"date":7729,"factor":"Small.High","beta":0.308395995830542},{"date":7760,"factor":"Small.High","beta":0.287125994399599},{"date":7790,"factor":"Small.High","beta":0.24624676836334},{"date":7821,"factor":"Small.High","beta":0.20666255953755},{"date":7851,"factor":"Small.High","beta":0.232491142006061},{"date":7882,"factor":"Small.High","beta":-0.97133709023523},{"date":7913,"factor":"Small.High","beta":-0.664382746782349},{"date":7943,"factor":"Small.High","beta":-0.680551315905927},{"date":7974,"factor":"Small.High","beta":-0.580898086394197},{"date":8004,"factor":"Small.High","beta":-0.781460215076187},{"date":8035,"factor":"Small.High","beta":-0.720964931004498},{"date":8066,"factor":"Small.High","beta":-0.798606392128234},{"date":8095,"factor":"Small.High","beta":-0.750697886875473},{"date":8126,"factor":"Small.High","beta":-0.720485526222013},{"date":8156,"factor":"Small.High","beta":-0.798963066134894},{"date":8187,"factor":"Small.High","beta":-0.737116671603165},{"date":8217,"factor":"Small.High","beta":-0.700140050969352},{"date":8248,"factor":"Small.High","beta":-0.699478711705968},{"date":8279,"factor":"Small.High","beta":-0.693124706262358},{"date":8309,"factor":"Small.High","beta":-0.714489683948611},{"date":8340,"factor":"Small.High","beta":-0.685672836724416},{"date":8370,"factor":"Small.High","beta":-0.675047607118925},{"date":8401,"factor":"Small.High","beta":-0.697463510173542},{"date":8432,"factor":"Small.High","beta":-0.760752180782981},{"date":8460,"factor":"Small.High","beta":-0.764822240793271},{"date":8491,"factor":"Small.High","beta":-0.799660858966359},{"date":8521,"factor":"Small.High","beta":-0.670723339696588},{"date":8552,"factor":"Small.High","beta":-0.637981275289678},{"date":8582,"factor":"Small.High","beta":-0.694754915200942},{"date":8613,"factor":"Small.High","beta":-0.706650571876869},{"date":8644,"factor":"Small.High","beta":-0.550015798346796},{"date":8674,"factor":"Small.High","beta":-0.370825948098186},{"date":8705,"factor":"Small.High","beta":-0.352868122725372},{"date":8735,"factor":"Small.High","beta":-0.38849387150438},{"date":8766,"factor":"Small.High","beta":-0.482656161522729},{"date":8797,"factor":"Small.High","beta":-0.847266247907047},{"date":8825,"factor":"Small.High","beta":-0.745675295260737},{"date":8856,"factor":"Small.High","beta":-0.418185394511119},{"date":8886,"factor":"Small.High","beta":-0.216036130937971},{"date":8917,"factor":"Small.High","beta":-0.178743515347715},{"date":8947,"factor":"Small.High","beta":-0.822074175539397},{"date":8978,"factor":"Small.High","beta":-0.0871245468355775},{"date":9009,"factor":"Small.High","beta":-0.341849302739814},{"date":9039,"factor":"Small.High","beta":-0.231965941285043},{"date":9070,"factor":"Small.High","beta":-0.207710134389957},{"date":9100,"factor":"Small.High","beta":-0.194869647826624},{"date":9131,"factor":"Small.High","beta":-0.116950641885416},{"date":9162,"factor":"Small.High","beta":-0.118838921416592},{"date":9190,"factor":"Small.High","beta":-0.0480677898393683},{"date":9221,"factor":"Small.High","beta":-0.104481135811699},{"date":9251,"factor":"Small.High","beta":-0.108246468911873},{"date":9282,"factor":"Small.High","beta":0.0210976500044234},{"date":9312,"factor":"Small.High","beta":0.00491356852274996},{"date":9343,"factor":"Small.High","beta":0.00681922105546792},{"date":9374,"factor":"Small.High","beta":0.00926022726349373},{"date":9404,"factor":"Small.High","beta":0.0189869530487412},{"date":9435,"factor":"Small.High","beta":0.0141845366571894},{"date":9465,"factor":"Small.High","beta":0.0109275095653191},{"date":9496,"factor":"Small.High","beta":-0.0244687213341147},{"date":9527,"factor":"Small.High","beta":-0.0366063177812224},{"date":9556,"factor":"Small.High","beta":-0.0551177258237877},{"date":9587,"factor":"Small.High","beta":-0.132491057351312},{"date":9617,"factor":"Small.High","beta":-0.233430331225834},{"date":9648,"factor":"Small.High","beta":-0.236963733684572},{"date":9678,"factor":"Small.High","beta":-0.350331083286577},{"date":9709,"factor":"Small.High","beta":-0.353370919827612},{"date":9740,"factor":"Small.High","beta":-0.344661592800391},{"date":9770,"factor":"Small.High","beta":-0.355753258613087},{"date":9801,"factor":"Small.High","beta":-0.330301561717224},{"date":9831,"factor":"Small.High","beta":-0.343421146317108},{"date":9862,"factor":"Small.High","beta":-0.301275315160092},{"date":9893,"factor":"Small.High","beta":-0.294954208020217},{"date":9921,"factor":"Small.High","beta":-0.295414443379841},{"date":9952,"factor":"Small.High","beta":-0.338882264527431},{"date":9982,"factor":"Small.High","beta":-0.252185816308612},{"date":10013,"factor":"Small.High","beta":-0.273026600981025},{"date":10043,"factor":"Small.High","beta":-0.290050372627498},{"date":10074,"factor":"Small.High","beta":-0.321800293273894},{"date":10105,"factor":"Small.High","beta":-0.284859572976581},{"date":10135,"factor":"Small.High","beta":-0.244553852726279},{"date":10166,"factor":"Small.High","beta":-0.331021173072879},{"date":10196,"factor":"Small.High","beta":-0.352763286137185},{"date":10227,"factor":"Small.High","beta":-0.313663281727432},{"date":10258,"factor":"Small.High","beta":-0.326788782678463},{"date":10286,"factor":"Small.High","beta":-0.310346211251799},{"date":10317,"factor":"Small.High","beta":-0.31995283529632},{"date":10347,"factor":"Small.High","beta":-0.327013530895749},{"date":10378,"factor":"Small.High","beta":-0.468496054074456},{"date":10408,"factor":"Small.High","beta":-0.437811601510294},{"date":10439,"factor":"Small.High","beta":-0.36876692152261},{"date":10470,"factor":"Small.High","beta":-0.322914981494246},{"date":10500,"factor":"Small.High","beta":-0.382221702909595},{"date":10531,"factor":"Small.High","beta":-0.37743041894167},{"date":10561,"factor":"Small.High","beta":-0.439535683653688},{"date":10592,"factor":"Small.High","beta":-0.37990317015803},{"date":10623,"factor":"Small.High","beta":-0.323192658326885},{"date":10651,"factor":"Small.High","beta":-0.32251937720334},{"date":10682,"factor":"Small.High","beta":-0.324275515954374},{"date":10712,"factor":"Small.High","beta":-0.21122784521431},{"date":10743,"factor":"Small.High","beta":-0.293295941111146},{"date":10773,"factor":"Small.High","beta":-0.238404684486287},{"date":10804,"factor":"Small.High","beta":-0.290916139372884},{"date":10835,"factor":"Small.High","beta":-0.353677877923462},{"date":10865,"factor":"Small.High","beta":-0.27837626368644},{"date":10896,"factor":"Small.High","beta":-0.194018903911254},{"date":10926,"factor":"Small.High","beta":-0.287843001936266},{"date":10957,"factor":"Small.High","beta":-0.541179553328982},{"date":10988,"factor":"Small.High","beta":-0.321342735479383},{"date":11017,"factor":"Small.High","beta":-0.325969787512181},{"date":11048,"factor":"Small.High","beta":-0.474526312958066},{"date":11078,"factor":"Small.High","beta":-0.447223928162871},{"date":11109,"factor":"Small.High","beta":-0.474669578688453},{"date":11139,"factor":"Small.High","beta":-0.430867009109287},{"date":11170,"factor":"Small.High","beta":-0.459949016423876},{"date":11201,"factor":"Small.High","beta":-0.424612322602386},{"date":11231,"factor":"Small.High","beta":-0.381574830893181},{"date":11262,"factor":"Small.High","beta":-0.34056283470492},{"date":11292,"factor":"Small.High","beta":-0.331306711369664},{"date":11323,"factor":"Small.High","beta":-0.379283911933068},{"date":11354,"factor":"Small.High","beta":-0.37447826454443},{"date":11382,"factor":"Small.High","beta":-0.392125242152898},{"date":11413,"factor":"Small.High","beta":-0.397694085959719},{"date":11443,"factor":"Small.High","beta":-0.373900466391834},{"date":11474,"factor":"Small.High","beta":-0.375037814112013},{"date":11504,"factor":"Small.High","beta":-0.377348960642769},{"date":11535,"factor":"Small.High","beta":-0.353556682782754},{"date":11566,"factor":"Small.High","beta":-0.37909034302602},{"date":11596,"factor":"Small.High","beta":-0.339486316381963},{"date":11627,"factor":"Small.High","beta":-0.3400778580432},{"date":11657,"factor":"Small.High","beta":-0.25227486942283},{"date":11688,"factor":"Small.High","beta":-0.196182270958467},{"date":11719,"factor":"Small.High","beta":-0.182885933038507},{"date":11747,"factor":"Small.High","beta":-0.160474372182832},{"date":11778,"factor":"Small.High","beta":-0.119667239396606},{"date":11808,"factor":"Small.High","beta":-0.0825470239064163},{"date":11839,"factor":"Small.High","beta":-0.114388878528553},{"date":11869,"factor":"Small.High","beta":-0.12995141276591},{"date":11900,"factor":"Small.High","beta":-0.138200466105574},{"date":11931,"factor":"Small.High","beta":-0.1262630235985},{"date":11961,"factor":"Small.High","beta":-0.0785451629147449},{"date":11992,"factor":"Small.High","beta":-0.134520014863149},{"date":12022,"factor":"Small.High","beta":-0.13867077975457},{"date":12053,"factor":"Small.High","beta":-0.091470796654869},{"date":12084,"factor":"Small.High","beta":-0.170466822466233},{"date":12112,"factor":"Small.High","beta":-0.189498379644575},{"date":12143,"factor":"Small.High","beta":-0.241664274850895},{"date":12173,"factor":"Small.High","beta":-0.239733702087881},{"date":12204,"factor":"Small.High","beta":-0.508459489556079},{"date":12234,"factor":"Small.High","beta":-0.588103137164622},{"date":12265,"factor":"Small.High","beta":-0.673143222195571},{"date":12296,"factor":"Small.High","beta":-0.672944704251157},{"date":12326,"factor":"Small.High","beta":-0.692147685561329},{"date":12357,"factor":"Small.High","beta":-0.685879704673842},{"date":12387,"factor":"Small.High","beta":-0.708233244020122},{"date":12418,"factor":"Small.High","beta":-0.663335080826702},{"date":12449,"factor":"Small.High","beta":-0.499474819703926},{"date":12478,"factor":"Small.High","beta":-0.53123696543036},{"date":12509,"factor":"Small.High","beta":-0.478466622944522},{"date":12539,"factor":"Small.High","beta":-0.485308478121034},{"date":12570,"factor":"Small.High","beta":-0.553915392523042},{"date":12600,"factor":"Small.High","beta":-0.544340918999246},{"date":12631,"factor":"Small.High","beta":-0.519023984998509},{"date":12662,"factor":"Small.High","beta":-0.524590282142856},{"date":12692,"factor":"Small.High","beta":-0.359573073750954},{"date":12723,"factor":"Small.High","beta":-0.366993503742043},{"date":12753,"factor":"Small.High","beta":-0.364603945048065},{"date":12784,"factor":"Small.High","beta":-0.387243931229675},{"date":12815,"factor":"Small.High","beta":-0.478748288905307},{"date":12843,"factor":"Small.High","beta":-0.44221798734696},{"date":12874,"factor":"Small.High","beta":-0.250254965475296},{"date":12904,"factor":"Small.High","beta":-0.25626591583631},{"date":12935,"factor":"Small.High","beta":-0.134772252772708},{"date":12965,"factor":"Small.High","beta":-0.070521809700245},{"date":12996,"factor":"Small.High","beta":0.0991529641430296},{"date":13027,"factor":"Small.High","beta":0.058274736275675},{"date":13057,"factor":"Small.High","beta":-0.0518944912943927},{"date":13088,"factor":"Small.High","beta":-0.0306378132245101},{"date":13118,"factor":"Small.High","beta":-0.0353626456159197},{"date":13149,"factor":"Small.High","beta":-0.307345458797775},{"date":13180,"factor":"Small.High","beta":-0.335539293128987},{"date":13208,"factor":"Small.High","beta":-0.333936828816751},{"date":13239,"factor":"Small.High","beta":-0.354759185226751},{"date":13269,"factor":"Small.High","beta":-0.339949397249155},{"date":13300,"factor":"Small.High","beta":-0.348671714057183},{"date":13330,"factor":"Small.High","beta":-0.21310003680764},{"date":13361,"factor":"Small.High","beta":-0.21587211349942},{"date":13392,"factor":"Small.High","beta":-0.242332056295245},{"date":13422,"factor":"Small.High","beta":-0.262942728643402},{"date":13453,"factor":"Small.High","beta":-0.268996799071422},{"date":13483,"factor":"Small.High","beta":-0.288594991621979},{"date":13514,"factor":"Small.High","beta":-0.234756431544184},{"date":13545,"factor":"Small.High","beta":-0.293949940086033},{"date":13573,"factor":"Small.High","beta":-0.281015688278136},{"date":13604,"factor":"Small.High","beta":-0.203662932467491},{"date":13634,"factor":"Small.High","beta":-0.155951548659037},{"date":13665,"factor":"Small.High","beta":-0.149269912605711},{"date":13695,"factor":"Small.High","beta":-0.109639206835346},{"date":13726,"factor":"Small.High","beta":-0.0523607436594272},{"date":13757,"factor":"Small.High","beta":-0.00502124557064792},{"date":13787,"factor":"Small.High","beta":-0.0894165432609729},{"date":13818,"factor":"Small.High","beta":-0.092206815796293},{"date":13848,"factor":"Small.High","beta":-0.170850742970341},{"date":13879,"factor":"Small.High","beta":-0.181006056500999},{"date":13910,"factor":"Small.High","beta":-0.0865903154384026},{"date":13939,"factor":"Small.High","beta":0.0598499136083487},{"date":13970,"factor":"Small.High","beta":0.100884653760491},{"date":14000,"factor":"Small.High","beta":0.0806896027004597},{"date":14031,"factor":"Small.High","beta":0.331611102912901},{"date":14061,"factor":"Small.High","beta":0.244025699047444},{"date":14092,"factor":"Small.High","beta":0.172166229528373},{"date":14123,"factor":"Small.High","beta":0.220824119381144},{"date":14153,"factor":"Small.High","beta":0.239059429999825},{"date":14184,"factor":"Small.High","beta":-0.137151214652958},{"date":14214,"factor":"Small.High","beta":-0.0383027501627541},{"date":14245,"factor":"Small.High","beta":0.203853927479967},{"date":14276,"factor":"Small.High","beta":0.213489023994209},{"date":14304,"factor":"Small.High","beta":0.302088294470822},{"date":14335,"factor":"Small.High","beta":0.440846928587434},{"date":14365,"factor":"Small.High","beta":0.466065882516044},{"date":14396,"factor":"Small.High","beta":0.494973614488695},{"date":14426,"factor":"Small.High","beta":0.428078568807167},{"date":14457,"factor":"Small.High","beta":0.336680359181954},{"date":14488,"factor":"Small.High","beta":0.29888701336232},{"date":14518,"factor":"Small.High","beta":0.139541901385119},{"date":14549,"factor":"Small.High","beta":0.127929529921827},{"date":14579,"factor":"Small.High","beta":0.118352242979961},{"date":14610,"factor":"Small.High","beta":0.178086794311348},{"date":14641,"factor":"Small.High","beta":0.146801923046101},{"date":14669,"factor":"Small.High","beta":0.149539240244978},{"date":14700,"factor":"Small.High","beta":0.0737047382347247},{"date":14730,"factor":"Small.High","beta":0.102528142046554},{"date":14761,"factor":"Small.High","beta":0.113563361053547},{"date":14791,"factor":"Small.High","beta":0.110443486751248},{"date":14822,"factor":"Small.High","beta":0.11088060247482},{"date":14853,"factor":"Small.High","beta":0.0969854790793977},{"date":14883,"factor":"Small.High","beta":0.109600809780514},{"date":14914,"factor":"Small.High","beta":0.0669607629254649},{"date":14944,"factor":"Small.High","beta":0.0719276366123937},{"date":14975,"factor":"Small.High","beta":0.0712420989080323},{"date":15006,"factor":"Small.High","beta":0.0455604345758848},{"date":15034,"factor":"Small.High","beta":-0.106388193268412},{"date":15065,"factor":"Small.High","beta":-0.11700868039814},{"date":15095,"factor":"Small.High","beta":-0.118169993235216},{"date":15126,"factor":"Small.High","beta":-0.107314025199699},{"date":15156,"factor":"Small.High","beta":-0.0876418870639836},{"date":15187,"factor":"Small.High","beta":-0.0775162420526449},{"date":15218,"factor":"Small.High","beta":-0.15148262007486},{"date":15248,"factor":"Small.High","beta":-0.183703989808478},{"date":15279,"factor":"Small.High","beta":0.455316503137897},{"date":15309,"factor":"Small.High","beta":0.283729685009763},{"date":15340,"factor":"Small.High","beta":0.258739448993334},{"date":15371,"factor":"Small.High","beta":0.266577333396729},{"date":15400,"factor":"Small.High","beta":0.161480324187143},{"date":15431,"factor":"Small.High","beta":-0.0543817787864537},{"date":15461,"factor":"Small.High","beta":-0.106401411726124},{"date":15492,"factor":"Small.High","beta":-0.107054096806715},{"date":15522,"factor":"Small.High","beta":-0.0185748288052979},{"date":15553,"factor":"Small.High","beta":0.048184551719489},{"date":15584,"factor":"Small.High","beta":0.0385493491243124},{"date":15614,"factor":"Small.High","beta":-0.0408539756238511},{"date":15645,"factor":"Small.High","beta":-0.0277784080580641},{"date":15675,"factor":"Small.High","beta":-0.113722877712631},{"date":15706,"factor":"Small.High","beta":-0.144381973551465},{"date":15737,"factor":"Small.High","beta":-0.121859965732725},{"date":15765,"factor":"Small.High","beta":-0.158446196572007},{"date":15796,"factor":"Small.High","beta":-0.135937399479936},{"date":15826,"factor":"Small.High","beta":-0.0780466140033908},{"date":15857,"factor":"Small.High","beta":-0.30149215802024},{"date":6940,"factor":"Large.Low","beta":0.340660273668053},{"date":6971,"factor":"Large.Low","beta":0.270421643126348},{"date":6999,"factor":"Large.Low","beta":0.201712559395347},{"date":7030,"factor":"Large.Low","beta":0.198978331830715},{"date":7060,"factor":"Large.Low","beta":0.266511710948216},{"date":7091,"factor":"Large.Low","beta":0.257524332803281},{"date":7121,"factor":"Large.Low","beta":0.266784898723591},{"date":7152,"factor":"Large.Low","beta":0.288876648432681},{"date":7183,"factor":"Large.Low","beta":0.241735862322516},{"date":7213,"factor":"Large.Low","beta":0.261458329728794},{"date":7244,"factor":"Large.Low","beta":0.207107090081583},{"date":7274,"factor":"Large.Low","beta":0.29868027355865},{"date":7305,"factor":"Large.Low","beta":0.202964343308661},{"date":7336,"factor":"Large.Low","beta":0.215138453112759},{"date":7364,"factor":"Large.Low","beta":0.213887592456193},{"date":7395,"factor":"Large.Low","beta":0.135118381390702},{"date":7425,"factor":"Large.Low","beta":0.152011432672315},{"date":7456,"factor":"Large.Low","beta":0.116937862941684},{"date":7486,"factor":"Large.Low","beta":0.027892552391898},{"date":7517,"factor":"Large.Low","beta":0.0453623582678202},{"date":7548,"factor":"Large.Low","beta":0.0719055400679774},{"date":7578,"factor":"Large.Low","beta":0.158975636021635},{"date":7609,"factor":"Large.Low","beta":0.0376594634168368},{"date":7639,"factor":"Large.Low","beta":0.0627283724510972},{"date":7670,"factor":"Large.Low","beta":0.253672325291626},{"date":7701,"factor":"Large.Low","beta":0.310668671774639},{"date":7729,"factor":"Large.Low","beta":0.353315369611388},{"date":7760,"factor":"Large.Low","beta":0.361623879044748},{"date":7790,"factor":"Large.Low","beta":0.30624086449906},{"date":7821,"factor":"Large.Low","beta":0.28927967468852},{"date":7851,"factor":"Large.Low","beta":0.343583256976246},{"date":7882,"factor":"Large.Low","beta":-1.19967874691682},{"date":7913,"factor":"Large.Low","beta":-1.21554310308335},{"date":7943,"factor":"Large.Low","beta":-1.21114384667729},{"date":7974,"factor":"Large.Low","beta":-1.16921189138322},{"date":8004,"factor":"Large.Low","beta":-1.11984840663819},{"date":8035,"factor":"Large.Low","beta":-1.14809266904048},{"date":8066,"factor":"Large.Low","beta":-1.14637693839668},{"date":8095,"factor":"Large.Low","beta":-1.11748761514415},{"date":8126,"factor":"Large.Low","beta":-1.12325739215438},{"date":8156,"factor":"Large.Low","beta":-1.15884212957835},{"date":8187,"factor":"Large.Low","beta":-1.140324062979},{"date":8217,"factor":"Large.Low","beta":-1.13530672645938},{"date":8248,"factor":"Large.Low","beta":-1.13606310712457},{"date":8279,"factor":"Large.Low","beta":-1.13200030616672},{"date":8309,"factor":"Large.Low","beta":-1.14116221012046},{"date":8340,"factor":"Large.Low","beta":-1.14009473775586},{"date":8370,"factor":"Large.Low","beta":-1.43370790745881},{"date":8401,"factor":"Large.Low","beta":-1.47817416450887},{"date":8432,"factor":"Large.Low","beta":-1.49642942909387},{"date":8460,"factor":"Large.Low","beta":-1.58207605276918},{"date":8491,"factor":"Large.Low","beta":-1.58201211278334},{"date":8521,"factor":"Large.Low","beta":-1.57358863295386},{"date":8552,"factor":"Large.Low","beta":-1.56328001936522},{"date":8582,"factor":"Large.Low","beta":-1.63549230441364},{"date":8613,"factor":"Large.Low","beta":-1.83883567152701},{"date":8644,"factor":"Large.Low","beta":-2.02327521374887},{"date":8674,"factor":"Large.Low","beta":-1.91901964632686},{"date":8705,"factor":"Large.Low","beta":-1.77834345658212},{"date":8735,"factor":"Large.Low","beta":-1.82222225103449},{"date":8766,"factor":"Large.Low","beta":-1.89142590228936},{"date":8797,"factor":"Large.Low","beta":-1.91791031753809},{"date":8825,"factor":"Large.Low","beta":-1.8973861610463},{"date":8856,"factor":"Large.Low","beta":-2.14762210847657},{"date":8886,"factor":"Large.Low","beta":-2.78368356885751},{"date":8917,"factor":"Large.Low","beta":-2.71149400686453},{"date":8947,"factor":"Large.Low","beta":-2.87406767268341},{"date":8978,"factor":"Large.Low","beta":0.167117373459667},{"date":9009,"factor":"Large.Low","beta":0.0990475597123929},{"date":9039,"factor":"Large.Low","beta":0.0860554490484169},{"date":9070,"factor":"Large.Low","beta":0.103534059994424},{"date":9100,"factor":"Large.Low","beta":0.126428954826206},{"date":9131,"factor":"Large.Low","beta":0.180196621145559},{"date":9162,"factor":"Large.Low","beta":0.162505554921031},{"date":9190,"factor":"Large.Low","beta":0.147168569021675},{"date":9221,"factor":"Large.Low","beta":0.0877309775749092},{"date":9251,"factor":"Large.Low","beta":0.10624918491043},{"date":9282,"factor":"Large.Low","beta":0.128364981033438},{"date":9312,"factor":"Large.Low","beta":0.127670857668851},{"date":9343,"factor":"Large.Low","beta":0.125098498941672},{"date":9374,"factor":"Large.Low","beta":0.127317721550477},{"date":9404,"factor":"Large.Low","beta":0.116928184896122},{"date":9435,"factor":"Large.Low","beta":0.053095190820228},{"date":9465,"factor":"Large.Low","beta":0.0432538535499259},{"date":9496,"factor":"Large.Low","beta":-0.0329452673871314},{"date":9527,"factor":"Large.Low","beta":-0.0106835422639662},{"date":9556,"factor":"Large.Low","beta":-0.0109357144397407},{"date":9587,"factor":"Large.Low","beta":-0.0158984432506554},{"date":9617,"factor":"Large.Low","beta":0.000505467256039787},{"date":9648,"factor":"Large.Low","beta":0.0179253067383614},{"date":9678,"factor":"Large.Low","beta":-0.129227060382106},{"date":9709,"factor":"Large.Low","beta":-0.0892173556118489},{"date":9740,"factor":"Large.Low","beta":-0.115547328899706},{"date":9770,"factor":"Large.Low","beta":-0.179842127638014},{"date":9801,"factor":"Large.Low","beta":-0.287724209222321},{"date":9831,"factor":"Large.Low","beta":-0.230352203495223},{"date":9862,"factor":"Large.Low","beta":-0.290487761364979},{"date":9893,"factor":"Large.Low","beta":-0.288586648871893},{"date":9921,"factor":"Large.Low","beta":-0.284004709324195},{"date":9952,"factor":"Large.Low","beta":-0.245023762076654},{"date":9982,"factor":"Large.Low","beta":-0.269508888471076},{"date":10013,"factor":"Large.Low","beta":-0.243169967696803},{"date":10043,"factor":"Large.Low","beta":-0.237297826661597},{"date":10074,"factor":"Large.Low","beta":-0.271207021500774},{"date":10105,"factor":"Large.Low","beta":-0.261264424348146},{"date":10135,"factor":"Large.Low","beta":-0.290647316503575},{"date":10166,"factor":"Large.Low","beta":-0.344384375449804},{"date":10196,"factor":"Large.Low","beta":-0.364048417705039},{"date":10227,"factor":"Large.Low","beta":-0.399859494561265},{"date":10258,"factor":"Large.Low","beta":-0.39955039690503},{"date":10286,"factor":"Large.Low","beta":-0.36667814222519},{"date":10317,"factor":"Large.Low","beta":-0.364430126043994},{"date":10347,"factor":"Large.Low","beta":-0.368006513734121},{"date":10378,"factor":"Large.Low","beta":-0.345912840364411},{"date":10408,"factor":"Large.Low","beta":-0.102619238147749},{"date":10439,"factor":"Large.Low","beta":-0.225563019845729},{"date":10470,"factor":"Large.Low","beta":-0.21028283746955},{"date":10500,"factor":"Large.Low","beta":-0.153237341333762},{"date":10531,"factor":"Large.Low","beta":-0.170990308402101},{"date":10561,"factor":"Large.Low","beta":-0.181836484905858},{"date":10592,"factor":"Large.Low","beta":-0.280703394000619},{"date":10623,"factor":"Large.Low","beta":-0.326773481204961},{"date":10651,"factor":"Large.Low","beta":-0.169210496293933},{"date":10682,"factor":"Large.Low","beta":-0.143604315794449},{"date":10712,"factor":"Large.Low","beta":-0.242248923405659},{"date":10743,"factor":"Large.Low","beta":-0.299770876789259},{"date":10773,"factor":"Large.Low","beta":-0.249716119455079},{"date":10804,"factor":"Large.Low","beta":-0.25830077494568},{"date":10835,"factor":"Large.Low","beta":-0.157004308537898},{"date":10865,"factor":"Large.Low","beta":-0.182873242356923},{"date":10896,"factor":"Large.Low","beta":-0.186353471936029},{"date":10926,"factor":"Large.Low","beta":-0.359359490863867},{"date":10957,"factor":"Large.Low","beta":-0.223500928909118},{"date":10988,"factor":"Large.Low","beta":-0.22138084922116},{"date":11017,"factor":"Large.Low","beta":-0.238263408385786},{"date":11048,"factor":"Large.Low","beta":-0.175218165617504},{"date":11078,"factor":"Large.Low","beta":-0.125514216370753},{"date":11109,"factor":"Large.Low","beta":-0.12025910635143},{"date":11139,"factor":"Large.Low","beta":-0.0651228756141827},{"date":11170,"factor":"Large.Low","beta":-0.0710890793096231},{"date":11201,"factor":"Large.Low","beta":-0.117000784854015},{"date":11231,"factor":"Large.Low","beta":-0.0345905519805823},{"date":11262,"factor":"Large.Low","beta":-0.0503144798706807},{"date":11292,"factor":"Large.Low","beta":-0.0287575188767278},{"date":11323,"factor":"Large.Low","beta":-0.0608665023575764},{"date":11354,"factor":"Large.Low","beta":-0.0572854336464082},{"date":11382,"factor":"Large.Low","beta":-0.0866931026058822},{"date":11413,"factor":"Large.Low","beta":-0.0952674044213733},{"date":11443,"factor":"Large.Low","beta":-0.0435900325981568},{"date":11474,"factor":"Large.Low","beta":-0.0512075979145043},{"date":11504,"factor":"Large.Low","beta":-0.0696975399225162},{"date":11535,"factor":"Large.Low","beta":0.00454175708732397},{"date":11566,"factor":"Large.Low","beta":0.0476021976635106},{"date":11596,"factor":"Large.Low","beta":0.130939151664231},{"date":11627,"factor":"Large.Low","beta":0.130365370225572},{"date":11657,"factor":"Large.Low","beta":0.242172800287036},{"date":11688,"factor":"Large.Low","beta":0.320466290495616},{"date":11719,"factor":"Large.Low","beta":0.326203757959664},{"date":11747,"factor":"Large.Low","beta":0.267956781035985},{"date":11778,"factor":"Large.Low","beta":0.287240528293499},{"date":11808,"factor":"Large.Low","beta":0.366592522692176},{"date":11839,"factor":"Large.Low","beta":0.308928253151624},{"date":11869,"factor":"Large.Low","beta":0.317969458668644},{"date":11900,"factor":"Large.Low","beta":0.311319563199438},{"date":11931,"factor":"Large.Low","beta":0.325084048480756},{"date":11961,"factor":"Large.Low","beta":0.426300127749119},{"date":11992,"factor":"Large.Low","beta":0.351190132370641},{"date":12022,"factor":"Large.Low","beta":0.371102707455443},{"date":12053,"factor":"Large.Low","beta":0.348000514813528},{"date":12084,"factor":"Large.Low","beta":0.292299958825542},{"date":12112,"factor":"Large.Low","beta":0.295941191560727},{"date":12143,"factor":"Large.Low","beta":0.340320298948425},{"date":12173,"factor":"Large.Low","beta":0.36621361913754},{"date":12204,"factor":"Large.Low","beta":0.415592808228332},{"date":12234,"factor":"Large.Low","beta":0.399370110845359},{"date":12265,"factor":"Large.Low","beta":0.382807702189497},{"date":12296,"factor":"Large.Low","beta":0.381330834221795},{"date":12326,"factor":"Large.Low","beta":0.394545349712356},{"date":12357,"factor":"Large.Low","beta":0.393229108716406},{"date":12387,"factor":"Large.Low","beta":0.383960442527051},{"date":12418,"factor":"Large.Low","beta":0.398285270455269},{"date":12449,"factor":"Large.Low","beta":0.432596040664691},{"date":12478,"factor":"Large.Low","beta":0.456812088223456},{"date":12509,"factor":"Large.Low","beta":0.513985828634473},{"date":12539,"factor":"Large.Low","beta":0.539984138753447},{"date":12570,"factor":"Large.Low","beta":0.532150025823509},{"date":12600,"factor":"Large.Low","beta":0.494413782674407},{"date":12631,"factor":"Large.Low","beta":0.49583212088182},{"date":12662,"factor":"Large.Low","beta":0.509509019217579},{"date":12692,"factor":"Large.Low","beta":0.376442201440585},{"date":12723,"factor":"Large.Low","beta":0.349172349563686},{"date":12753,"factor":"Large.Low","beta":0.193788840647645},{"date":12784,"factor":"Large.Low","beta":0.192278572785735},{"date":12815,"factor":"Large.Low","beta":0.165646568806679},{"date":12843,"factor":"Large.Low","beta":0.182801004678288},{"date":12874,"factor":"Large.Low","beta":0.261850858063428},{"date":12904,"factor":"Large.Low","beta":0.234544552893742},{"date":12935,"factor":"Large.Low","beta":0.336259216201906},{"date":12965,"factor":"Large.Low","beta":0.333501587280857},{"date":12996,"factor":"Large.Low","beta":0.450203545550251},{"date":13027,"factor":"Large.Low","beta":0.447954646109536},{"date":13057,"factor":"Large.Low","beta":0.2825999653852},{"date":13088,"factor":"Large.Low","beta":0.299545955920178},{"date":13118,"factor":"Large.Low","beta":0.302043142943019},{"date":13149,"factor":"Large.Low","beta":0.232606534136822},{"date":13180,"factor":"Large.Low","beta":0.215479563695872},{"date":13208,"factor":"Large.Low","beta":0.218775213208184},{"date":13239,"factor":"Large.Low","beta":0.251481542349292},{"date":13269,"factor":"Large.Low","beta":0.207244503220606},{"date":13300,"factor":"Large.Low","beta":0.200760470058361},{"date":13330,"factor":"Large.Low","beta":0.286902440814944},{"date":13361,"factor":"Large.Low","beta":0.285284433657834},{"date":13392,"factor":"Large.Low","beta":0.289244039624366},{"date":13422,"factor":"Large.Low","beta":0.363789354548948},{"date":13453,"factor":"Large.Low","beta":0.374892903860134},{"date":13483,"factor":"Large.Low","beta":0.381598128642659},{"date":13514,"factor":"Large.Low","beta":0.363361898563892},{"date":13545,"factor":"Large.Low","beta":0.266796761689242},{"date":13573,"factor":"Large.Low","beta":0.221533757377162},{"date":13604,"factor":"Large.Low","beta":0.290758587669026},{"date":13634,"factor":"Large.Low","beta":0.276349397357714},{"date":13665,"factor":"Large.Low","beta":0.217901977267142},{"date":13695,"factor":"Large.Low","beta":0.243098521608071},{"date":13726,"factor":"Large.Low","beta":0.227976346962465},{"date":13757,"factor":"Large.Low","beta":0.284219304963787},{"date":13787,"factor":"Large.Low","beta":0.374542484158547},{"date":13818,"factor":"Large.Low","beta":0.509485659172111},{"date":13848,"factor":"Large.Low","beta":0.368242846190484},{"date":13879,"factor":"Large.Low","beta":0.402174695890259},{"date":13910,"factor":"Large.Low","beta":0.429964411797709},{"date":13939,"factor":"Large.Low","beta":0.523532454233577},{"date":13970,"factor":"Large.Low","beta":0.37972985826791},{"date":14000,"factor":"Large.Low","beta":0.425755468301082},{"date":14031,"factor":"Large.Low","beta":0.418697057946397},{"date":14061,"factor":"Large.Low","beta":0.409743425877237},{"date":14092,"factor":"Large.Low","beta":0.369687020833146},{"date":14123,"factor":"Large.Low","beta":0.354893781746201},{"date":14153,"factor":"Large.Low","beta":0.30160768700318},{"date":14184,"factor":"Large.Low","beta":0.415710360853666},{"date":14214,"factor":"Large.Low","beta":0.392722267995585},{"date":14245,"factor":"Large.Low","beta":0.388940958452612},{"date":14276,"factor":"Large.Low","beta":0.406785322769521},{"date":14304,"factor":"Large.Low","beta":0.443946093391507},{"date":14335,"factor":"Large.Low","beta":0.547659963064906},{"date":14365,"factor":"Large.Low","beta":0.514044828454603},{"date":14396,"factor":"Large.Low","beta":0.418123773889203},{"date":14426,"factor":"Large.Low","beta":0.423239731925679},{"date":14457,"factor":"Large.Low","beta":0.397047614273094},{"date":14488,"factor":"Large.Low","beta":0.398129960436867},{"date":14518,"factor":"Large.Low","beta":0.361385838876099},{"date":14549,"factor":"Large.Low","beta":0.350618445037049},{"date":14579,"factor":"Large.Low","beta":0.357046843912328},{"date":14610,"factor":"Large.Low","beta":0.391881571105864},{"date":14641,"factor":"Large.Low","beta":0.38148044903215},{"date":14669,"factor":"Large.Low","beta":0.399329918788486},{"date":14700,"factor":"Large.Low","beta":0.363537941367307},{"date":14730,"factor":"Large.Low","beta":0.364393901669231},{"date":14761,"factor":"Large.Low","beta":0.365585830742165},{"date":14791,"factor":"Large.Low","beta":0.38714407367988},{"date":14822,"factor":"Large.Low","beta":0.401209416296286},{"date":14853,"factor":"Large.Low","beta":0.397799759204104},{"date":14883,"factor":"Large.Low","beta":0.394013584587674},{"date":14914,"factor":"Large.Low","beta":0.378765552301466},{"date":14944,"factor":"Large.Low","beta":0.387250316981828},{"date":14975,"factor":"Large.Low","beta":0.430525536838031},{"date":15006,"factor":"Large.Low","beta":0.411228995217782},{"date":15034,"factor":"Large.Low","beta":0.351050821805697},{"date":15065,"factor":"Large.Low","beta":0.386167029661959},{"date":15095,"factor":"Large.Low","beta":0.362398824967678},{"date":15126,"factor":"Large.Low","beta":0.343522439400533},{"date":15156,"factor":"Large.Low","beta":0.36387913937885},{"date":15187,"factor":"Large.Low","beta":0.390128238347692},{"date":15218,"factor":"Large.Low","beta":0.383969065973219},{"date":15248,"factor":"Large.Low","beta":0.324824010211137},{"date":15279,"factor":"Large.Low","beta":-0.0743408719180007},{"date":15309,"factor":"Large.Low","beta":-0.0494246695785015},{"date":15340,"factor":"Large.Low","beta":-0.061184819785827},{"date":15371,"factor":"Large.Low","beta":-0.0602269658920326},{"date":15400,"factor":"Large.Low","beta":-0.000123569479759826},{"date":15431,"factor":"Large.Low","beta":0.00549642494894822},{"date":15461,"factor":"Large.Low","beta":0.0242864081508402},{"date":15492,"factor":"Large.Low","beta":0.138440202482343},{"date":15522,"factor":"Large.Low","beta":0.137676063523579},{"date":15553,"factor":"Large.Low","beta":0.148870704987135},{"date":15584,"factor":"Large.Low","beta":0.153372959566647},{"date":15614,"factor":"Large.Low","beta":0.124379314550114},{"date":15645,"factor":"Large.Low","beta":0.115950413557066},{"date":15675,"factor":"Large.Low","beta":0.176966835148623},{"date":15706,"factor":"Large.Low","beta":0.198049990197518},{"date":15737,"factor":"Large.Low","beta":0.209575583545406},{"date":15765,"factor":"Large.Low","beta":0.222401494666587},{"date":15796,"factor":"Large.Low","beta":0.214631173262284},{"date":15826,"factor":"Large.Low","beta":0.148819284889828},{"date":15857,"factor":"Large.Low","beta":0.213880932722142},{"date":6940,"factor":"Large.X2","beta":0.391990701743526},{"date":6971,"factor":"Large.X2","beta":0.344648206435652},{"date":6999,"factor":"Large.X2","beta":0.372373259619738},{"date":7030,"factor":"Large.X2","beta":0.387814067037213},{"date":7060,"factor":"Large.X2","beta":0.29073309704704},{"date":7091,"factor":"Large.X2","beta":0.293195353200025},{"date":7121,"factor":"Large.X2","beta":0.273698414481227},{"date":7152,"factor":"Large.X2","beta":0.296309885363113},{"date":7183,"factor":"Large.X2","beta":0.278149051788808},{"date":7213,"factor":"Large.X2","beta":0.216880387862999},{"date":7244,"factor":"Large.X2","beta":0.324189381349767},{"date":7274,"factor":"Large.X2","beta":0.0802669452594666},{"date":7305,"factor":"Large.X2","beta":-0.00876796203292452},{"date":7336,"factor":"Large.X2","beta":0.0118167013549442},{"date":7364,"factor":"Large.X2","beta":0.00407680407707587},{"date":7395,"factor":"Large.X2","beta":0.110448614480168},{"date":7425,"factor":"Large.X2","beta":0.049913725313018},{"date":7456,"factor":"Large.X2","beta":0.0513314097677031},{"date":7486,"factor":"Large.X2","beta":0.112807817709481},{"date":7517,"factor":"Large.X2","beta":0.0920088856641605},{"date":7548,"factor":"Large.X2","beta":0.0225445315219967},{"date":7578,"factor":"Large.X2","beta":0.0122269701892069},{"date":7609,"factor":"Large.X2","beta":-0.000147553431191352},{"date":7639,"factor":"Large.X2","beta":0.102756391807335},{"date":7670,"factor":"Large.X2","beta":-0.390710657579773},{"date":7701,"factor":"Large.X2","beta":-0.430367427308009},{"date":7729,"factor":"Large.X2","beta":-0.535132042914014},{"date":7760,"factor":"Large.X2","beta":-0.540002228506103},{"date":7790,"factor":"Large.X2","beta":-0.458318183817722},{"date":7821,"factor":"Large.X2","beta":-0.469049543928973},{"date":7851,"factor":"Large.X2","beta":-0.590026671644842},{"date":7882,"factor":"Large.X2","beta":3.08698791434936},{"date":7913,"factor":"Large.X2","beta":3.09492016356101},{"date":7943,"factor":"Large.X2","beta":3.09280414660103},{"date":7974,"factor":"Large.X2","beta":3.03898715182744},{"date":8004,"factor":"Large.X2","beta":2.88463125538834},{"date":8035,"factor":"Large.X2","beta":2.86810511787009},{"date":8066,"factor":"Large.X2","beta":2.89070119794225},{"date":8095,"factor":"Large.X2","beta":2.90828002680633},{"date":8126,"factor":"Large.X2","beta":2.84556610483408},{"date":8156,"factor":"Large.X2","beta":2.86623772777228},{"date":8187,"factor":"Large.X2","beta":2.79958664329047},{"date":8217,"factor":"Large.X2","beta":2.80969171351302},{"date":8248,"factor":"Large.X2","beta":2.7612398491323},{"date":8279,"factor":"Large.X2","beta":2.90138002942572},{"date":8309,"factor":"Large.X2","beta":2.85838088568274},{"date":8340,"factor":"Large.X2","beta":2.91863258489356},{"date":8370,"factor":"Large.X2","beta":3.62583782117861},{"date":8401,"factor":"Large.X2","beta":3.63758364135316},{"date":8432,"factor":"Large.X2","beta":3.62984789835523},{"date":8460,"factor":"Large.X2","beta":3.79455355413563},{"date":8491,"factor":"Large.X2","beta":3.79021152367431},{"date":8521,"factor":"Large.X2","beta":3.87269948500573},{"date":8552,"factor":"Large.X2","beta":3.81465601122913},{"date":8582,"factor":"Large.X2","beta":3.85862264323473},{"date":8613,"factor":"Large.X2","beta":4.29779344925074},{"date":8644,"factor":"Large.X2","beta":4.64843829194046},{"date":8674,"factor":"Large.X2","beta":4.54002998207523},{"date":8705,"factor":"Large.X2","beta":4.38982015590235},{"date":8735,"factor":"Large.X2","beta":4.36043263873644},{"date":8766,"factor":"Large.X2","beta":4.23485972292643},{"date":8797,"factor":"Large.X2","beta":4.46750673688685},{"date":8825,"factor":"Large.X2","beta":4.50291045581156},{"date":8856,"factor":"Large.X2","beta":4.69509384741265},{"date":8886,"factor":"Large.X2","beta":5.07934374786328},{"date":8917,"factor":"Large.X2","beta":5.14382766383408},{"date":8947,"factor":"Large.X2","beta":5.2228527206358},{"date":8978,"factor":"Large.X2","beta":0.635938176078923},{"date":9009,"factor":"Large.X2","beta":0.708975123407381},{"date":9039,"factor":"Large.X2","beta":0.755523476854581},{"date":9070,"factor":"Large.X2","beta":0.687078857835079},{"date":9100,"factor":"Large.X2","beta":0.679364765441201},{"date":9131,"factor":"Large.X2","beta":0.537788393997177},{"date":9162,"factor":"Large.X2","beta":0.505110573067472},{"date":9190,"factor":"Large.X2","beta":0.526429929794911},{"date":9221,"factor":"Large.X2","beta":0.553403684752272},{"date":9251,"factor":"Large.X2","beta":0.573925244219037},{"date":9282,"factor":"Large.X2","beta":0.555066801128325},{"date":9312,"factor":"Large.X2","beta":0.588627670344348},{"date":9343,"factor":"Large.X2","beta":0.591793207990777},{"date":9374,"factor":"Large.X2","beta":0.588828628632466},{"date":9404,"factor":"Large.X2","beta":0.595038434082729},{"date":9435,"factor":"Large.X2","beta":0.64799140600599},{"date":9465,"factor":"Large.X2","beta":0.672641326887648},{"date":9496,"factor":"Large.X2","beta":0.745548151204169},{"date":9527,"factor":"Large.X2","beta":0.750323353430979},{"date":9556,"factor":"Large.X2","beta":0.755133192275866},{"date":9587,"factor":"Large.X2","beta":0.736536602274727},{"date":9617,"factor":"Large.X2","beta":0.573877395377722},{"date":9648,"factor":"Large.X2","beta":0.57491697556728},{"date":9678,"factor":"Large.X2","beta":0.623096006786488},{"date":9709,"factor":"Large.X2","beta":0.540310377655781},{"date":9740,"factor":"Large.X2","beta":0.533477705174897},{"date":9770,"factor":"Large.X2","beta":0.609603497056978},{"date":9801,"factor":"Large.X2","beta":0.796570431343658},{"date":9831,"factor":"Large.X2","beta":0.728500675162464},{"date":9862,"factor":"Large.X2","beta":0.847763100750979},{"date":9893,"factor":"Large.X2","beta":0.824094846835043},{"date":9921,"factor":"Large.X2","beta":0.80644735540006},{"date":9952,"factor":"Large.X2","beta":0.688338071782565},{"date":9982,"factor":"Large.X2","beta":0.749400966519237},{"date":10013,"factor":"Large.X2","beta":0.73082902531119},{"date":10043,"factor":"Large.X2","beta":0.666134116896467},{"date":10074,"factor":"Large.X2","beta":0.626126943877694},{"date":10105,"factor":"Large.X2","beta":0.602203660172763},{"date":10135,"factor":"Large.X2","beta":0.674161049159511},{"date":10166,"factor":"Large.X2","beta":0.561262705920714},{"date":10196,"factor":"Large.X2","beta":0.571864316794731},{"date":10227,"factor":"Large.X2","beta":0.709390277867508},{"date":10258,"factor":"Large.X2","beta":0.749155792383321},{"date":10286,"factor":"Large.X2","beta":0.742559813144987},{"date":10317,"factor":"Large.X2","beta":0.719802408118305},{"date":10347,"factor":"Large.X2","beta":0.671625953885937},{"date":10378,"factor":"Large.X2","beta":0.623449582817654},{"date":10408,"factor":"Large.X2","beta":0.293128643395663},{"date":10439,"factor":"Large.X2","beta":0.550460909252447},{"date":10470,"factor":"Large.X2","beta":0.597140437931126},{"date":10500,"factor":"Large.X2","beta":0.569011984727912},{"date":10531,"factor":"Large.X2","beta":0.579876721169874},{"date":10561,"factor":"Large.X2","beta":0.191210484481357},{"date":10592,"factor":"Large.X2","beta":0.297714009703026},{"date":10623,"factor":"Large.X2","beta":0.388576594139792},{"date":10651,"factor":"Large.X2","beta":0.218401049439579},{"date":10682,"factor":"Large.X2","beta":0.0595446481406183},{"date":10712,"factor":"Large.X2","beta":0.242412021126154},{"date":10743,"factor":"Large.X2","beta":0.40618091088654},{"date":10773,"factor":"Large.X2","beta":0.419615505821181},{"date":10804,"factor":"Large.X2","beta":0.420615322903486},{"date":10835,"factor":"Large.X2","beta":0.334803059373746},{"date":10865,"factor":"Large.X2","beta":0.426271112008796},{"date":10896,"factor":"Large.X2","beta":0.428848006154817},{"date":10926,"factor":"Large.X2","beta":0.803128137286857},{"date":10957,"factor":"Large.X2","beta":0.49443416725991},{"date":10988,"factor":"Large.X2","beta":0.508164694274619},{"date":11017,"factor":"Large.X2","beta":0.512712901673695},{"date":11048,"factor":"Large.X2","beta":0.314080026530984},{"date":11078,"factor":"Large.X2","beta":0.324180398306149},{"date":11109,"factor":"Large.X2","beta":0.30308308610322},{"date":11139,"factor":"Large.X2","beta":0.27064334351667},{"date":11170,"factor":"Large.X2","beta":0.284518879911562},{"date":11201,"factor":"Large.X2","beta":0.385282152889522},{"date":11231,"factor":"Large.X2","beta":0.362027000642545},{"date":11262,"factor":"Large.X2","beta":0.452708013433034},{"date":11292,"factor":"Large.X2","beta":0.440032331596333},{"date":11323,"factor":"Large.X2","beta":0.415640961867144},{"date":11354,"factor":"Large.X2","beta":0.41172500167491},{"date":11382,"factor":"Large.X2","beta":0.42521984495001},{"date":11413,"factor":"Large.X2","beta":0.428616773967069},{"date":11443,"factor":"Large.X2","beta":0.388262540235537},{"date":11474,"factor":"Large.X2","beta":0.416278276413574},{"date":11504,"factor":"Large.X2","beta":0.429145297382866},{"date":11535,"factor":"Large.X2","beta":0.326919271584587},{"date":11566,"factor":"Large.X2","beta":0.256651018199667},{"date":11596,"factor":"Large.X2","beta":0.197595620766825},{"date":11627,"factor":"Large.X2","beta":0.201501515734897},{"date":11657,"factor":"Large.X2","beta":0.1127125688278},{"date":11688,"factor":"Large.X2","beta":0.0711188767114739},{"date":11719,"factor":"Large.X2","beta":0.0587754160077108},{"date":11747,"factor":"Large.X2","beta":0.140100007134559},{"date":11778,"factor":"Large.X2","beta":0.20312644508854},{"date":11808,"factor":"Large.X2","beta":0.138476322444835},{"date":11839,"factor":"Large.X2","beta":0.226381091515121},{"date":11869,"factor":"Large.X2","beta":0.180740117829508},{"date":11900,"factor":"Large.X2","beta":0.200920248214996},{"date":11931,"factor":"Large.X2","beta":0.215799562853407},{"date":11961,"factor":"Large.X2","beta":0.0996278725885838},{"date":11992,"factor":"Large.X2","beta":0.143370470741615},{"date":12022,"factor":"Large.X2","beta":0.0913889291053341},{"date":12053,"factor":"Large.X2","beta":0.142789389077229},{"date":12084,"factor":"Large.X2","beta":0.238773763172069},{"date":12112,"factor":"Large.X2","beta":0.276319185780229},{"date":12143,"factor":"Large.X2","beta":0.182638361069899},{"date":12173,"factor":"Large.X2","beta":0.192868904763002},{"date":12204,"factor":"Large.X2","beta":0.0865773715463662},{"date":12234,"factor":"Large.X2","beta":0.0806011370135038},{"date":12265,"factor":"Large.X2","beta":0.0758893816725504},{"date":12296,"factor":"Large.X2","beta":0.0792534357234764},{"date":12326,"factor":"Large.X2","beta":0.0998587059102558},{"date":12357,"factor":"Large.X2","beta":0.124194414920393},{"date":12387,"factor":"Large.X2","beta":0.0650512536072066},{"date":12418,"factor":"Large.X2","beta":0.0916391362285526},{"date":12449,"factor":"Large.X2","beta":0.0515395211536788},{"date":12478,"factor":"Large.X2","beta":0.0718919198011813},{"date":12509,"factor":"Large.X2","beta":0.0122920399795151},{"date":12539,"factor":"Large.X2","beta":-0.030289804303172},{"date":12570,"factor":"Large.X2","beta":-0.0596337665610342},{"date":12600,"factor":"Large.X2","beta":-0.0724581499120823},{"date":12631,"factor":"Large.X2","beta":-0.0692024278444547},{"date":12662,"factor":"Large.X2","beta":-0.0594915257438014},{"date":12692,"factor":"Large.X2","beta":0.0923267623706798},{"date":12723,"factor":"Large.X2","beta":0.122478731278249},{"date":12753,"factor":"Large.X2","beta":0.359445683721494},{"date":12784,"factor":"Large.X2","beta":0.340835728180746},{"date":12815,"factor":"Large.X2","beta":0.488881707202543},{"date":12843,"factor":"Large.X2","beta":0.48155252422408},{"date":12874,"factor":"Large.X2","beta":0.546647142163334},{"date":12904,"factor":"Large.X2","beta":0.501824783538086},{"date":12935,"factor":"Large.X2","beta":0.378825035593436},{"date":12965,"factor":"Large.X2","beta":0.415580278629523},{"date":12996,"factor":"Large.X2","beta":0.22269866042375},{"date":13027,"factor":"Large.X2","beta":0.27311200337743},{"date":13057,"factor":"Large.X2","beta":0.308874225050009},{"date":13088,"factor":"Large.X2","beta":0.450571388584269},{"date":13118,"factor":"Large.X2","beta":0.449375602247724},{"date":13149,"factor":"Large.X2","beta":0.771975199197862},{"date":13180,"factor":"Large.X2","beta":0.728572615262826},{"date":13208,"factor":"Large.X2","beta":0.725072101130635},{"date":13239,"factor":"Large.X2","beta":0.669540712374185},{"date":13269,"factor":"Large.X2","beta":0.716232654448969},{"date":13300,"factor":"Large.X2","beta":0.716774487045357},{"date":13330,"factor":"Large.X2","beta":0.469586537153359},{"date":13361,"factor":"Large.X2","beta":0.491688411232737},{"date":13392,"factor":"Large.X2","beta":0.505040672251833},{"date":13422,"factor":"Large.X2","beta":0.446061734587686},{"date":13453,"factor":"Large.X2","beta":0.429562072403583},{"date":13483,"factor":"Large.X2","beta":0.480883210220342},{"date":13514,"factor":"Large.X2","beta":0.513478144167277},{"date":13545,"factor":"Large.X2","beta":0.627946237827059},{"date":13573,"factor":"Large.X2","beta":0.661137728724973},{"date":13604,"factor":"Large.X2","beta":0.712154567181762},{"date":13634,"factor":"Large.X2","beta":0.693847953058762},{"date":13665,"factor":"Large.X2","beta":0.759433249512631},{"date":13695,"factor":"Large.X2","beta":0.725915008203504},{"date":13726,"factor":"Large.X2","beta":0.755823462951355},{"date":13757,"factor":"Large.X2","beta":0.765622386934275},{"date":13787,"factor":"Large.X2","beta":0.634695137786579},{"date":13818,"factor":"Large.X2","beta":0.513699028574843},{"date":13848,"factor":"Large.X2","beta":0.484017879190461},{"date":13879,"factor":"Large.X2","beta":0.448528942219272},{"date":13910,"factor":"Large.X2","beta":0.501668041755099},{"date":13939,"factor":"Large.X2","beta":0.461966949940666},{"date":13970,"factor":"Large.X2","beta":0.619579308796836},{"date":14000,"factor":"Large.X2","beta":0.584499698007643},{"date":14031,"factor":"Large.X2","beta":0.678300132170551},{"date":14061,"factor":"Large.X2","beta":0.638148028340428},{"date":14092,"factor":"Large.X2","beta":0.622932770153718},{"date":14123,"factor":"Large.X2","beta":0.673145388233852},{"date":14153,"factor":"Large.X2","beta":0.725867094791723},{"date":14184,"factor":"Large.X2","beta":0.144237676601991},{"date":14214,"factor":"Large.X2","beta":0.132870773609112},{"date":14245,"factor":"Large.X2","beta":-0.0360951058775987},{"date":14276,"factor":"Large.X2","beta":-0.072783280576597},{"date":14304,"factor":"Large.X2","beta":-0.177051550908519},{"date":14335,"factor":"Large.X2","beta":-0.0687211828180364},{"date":14365,"factor":"Large.X2","beta":0.0269571119731362},{"date":14396,"factor":"Large.X2","beta":0.103316424552891},{"date":14426,"factor":"Large.X2","beta":0.165224541581494},{"date":14457,"factor":"Large.X2","beta":0.134979914992571},{"date":14488,"factor":"Large.X2","beta":0.139368016750654},{"date":14518,"factor":"Large.X2","beta":0.231743546631123},{"date":14549,"factor":"Large.X2","beta":0.217820735450316},{"date":14579,"factor":"Large.X2","beta":0.191748424236518},{"date":14610,"factor":"Large.X2","beta":0.169581038944389},{"date":14641,"factor":"Large.X2","beta":0.176553199693126},{"date":14669,"factor":"Large.X2","beta":0.162415633416792},{"date":14700,"factor":"Large.X2","beta":0.234605632060206},{"date":14730,"factor":"Large.X2","beta":0.220329437336306},{"date":14761,"factor":"Large.X2","beta":0.221301674943587},{"date":14791,"factor":"Large.X2","beta":0.20746388369575},{"date":14822,"factor":"Large.X2","beta":0.194792054956228},{"date":14853,"factor":"Large.X2","beta":0.183327572289906},{"date":14883,"factor":"Large.X2","beta":0.221513870670749},{"date":14914,"factor":"Large.X2","beta":0.283342247347315},{"date":14944,"factor":"Large.X2","beta":0.282250623817022},{"date":14975,"factor":"Large.X2","beta":0.325792493112146},{"date":15006,"factor":"Large.X2","beta":0.31188406617496},{"date":15034,"factor":"Large.X2","beta":0.327218880876865},{"date":15065,"factor":"Large.X2","beta":0.285942180263357},{"date":15095,"factor":"Large.X2","beta":0.291321905426291},{"date":15126,"factor":"Large.X2","beta":0.252049939397566},{"date":15156,"factor":"Large.X2","beta":0.252501875035005},{"date":15187,"factor":"Large.X2","beta":0.240833352920961},{"date":15218,"factor":"Large.X2","beta":0.288412678058274},{"date":15248,"factor":"Large.X2","beta":0.293105325598676},{"date":15279,"factor":"Large.X2","beta":1.37249252473231},{"date":15309,"factor":"Large.X2","beta":1.32327272185034},{"date":15340,"factor":"Large.X2","beta":1.32952154572691},{"date":15371,"factor":"Large.X2","beta":1.29822992537665},{"date":15400,"factor":"Large.X2","beta":1.19859333063588},{"date":15431,"factor":"Large.X2","beta":1.16399665125208},{"date":15461,"factor":"Large.X2","beta":1.02654860146921},{"date":15492,"factor":"Large.X2","beta":0.851659891891339},{"date":15522,"factor":"Large.X2","beta":0.85752925443938},{"date":15553,"factor":"Large.X2","beta":0.875356787399965},{"date":15584,"factor":"Large.X2","beta":0.860098323823765},{"date":15614,"factor":"Large.X2","beta":0.900483206950525},{"date":15645,"factor":"Large.X2","beta":0.955700367369925},{"date":15675,"factor":"Large.X2","beta":0.845426227081907},{"date":15706,"factor":"Large.X2","beta":0.859969711596267},{"date":15737,"factor":"Large.X2","beta":0.843231762865829},{"date":15765,"factor":"Large.X2","beta":0.802400302142858},{"date":15796,"factor":"Large.X2","beta":0.769584548220816},{"date":15826,"factor":"Large.X2","beta":0.768326402272381},{"date":15857,"factor":"Large.X2","beta":0.613826944597624},{"date":6940,"factor":"Large.High","beta":-0.117837935870822},{"date":6971,"factor":"Large.High","beta":-0.0609853529137865},{"date":6999,"factor":"Large.High","beta":-0.0385891501555374},{"date":7030,"factor":"Large.High","beta":-0.0796195980283118},{"date":7060,"factor":"Large.High","beta":-0.0199341900004117},{"date":7091,"factor":"Large.High","beta":-0.0217122186682523},{"date":7121,"factor":"Large.High","beta":0.0275580436340483},{"date":7152,"factor":"Large.High","beta":-0.0219851841961705},{"date":7183,"factor":"Large.High","beta":0.00196045187396448},{"date":7213,"factor":"Large.High","beta":0.0503989687650089},{"date":7244,"factor":"Large.High","beta":0.00657517841804556},{"date":7274,"factor":"Large.High","beta":0.149925462922051},{"date":7305,"factor":"Large.High","beta":0.430922505226721},{"date":7336,"factor":"Large.High","beta":0.37765270139539},{"date":7364,"factor":"Large.High","beta":0.385488722964598},{"date":7395,"factor":"Large.High","beta":0.322542576936448},{"date":7425,"factor":"Large.High","beta":0.407052047592572},{"date":7456,"factor":"Large.High","beta":0.427223778978848},{"date":7486,"factor":"Large.High","beta":0.451471912479639},{"date":7517,"factor":"Large.High","beta":0.472533984292187},{"date":7548,"factor":"Large.High","beta":0.521930361702512},{"date":7578,"factor":"Large.High","beta":0.533261867409425},{"date":7609,"factor":"Large.High","beta":0.543856555512835},{"date":7639,"factor":"Large.High","beta":0.339028285656026},{"date":7670,"factor":"Large.High","beta":0.556336818542639},{"date":7701,"factor":"Large.High","beta":0.531528978528194},{"date":7729,"factor":"Large.High","beta":0.534324416455492},{"date":7760,"factor":"Large.High","beta":0.538896141905155},{"date":7790,"factor":"Large.High","beta":0.507278460760762},{"date":7821,"factor":"Large.High","beta":0.55163534686365},{"date":7851,"factor":"Large.High","beta":0.61993762667483},{"date":7882,"factor":"Large.High","beta":-0.745160198601913},{"date":7913,"factor":"Large.High","beta":-0.983999021371128},{"date":7943,"factor":"Large.High","beta":-0.974812841138445},{"date":7974,"factor":"Large.High","beta":-0.939821281995872},{"date":8004,"factor":"Large.High","beta":-0.515236132991257},{"date":8035,"factor":"Large.High","beta":-0.560561608061012},{"date":8066,"factor":"Large.High","beta":-0.596274739240922},{"date":8095,"factor":"Large.High","beta":-0.643173310060413},{"date":8126,"factor":"Large.High","beta":-0.623156607809459},{"date":8156,"factor":"Large.High","beta":-0.593537841837771},{"date":8187,"factor":"Large.High","beta":-0.547104907296488},{"date":8217,"factor":"Large.High","beta":-0.584728139320768},{"date":8248,"factor":"Large.High","beta":-0.488834435914815},{"date":8279,"factor":"Large.High","beta":-0.607641262472738},{"date":8309,"factor":"Large.High","beta":-0.554824647526483},{"date":8340,"factor":"Large.High","beta":-0.624268877480605},{"date":8370,"factor":"Large.High","beta":-0.925580593449677},{"date":8401,"factor":"Large.High","beta":-0.911065150800218},{"date":8432,"factor":"Large.High","beta":-0.89073930628013},{"date":8460,"factor":"Large.High","beta":-0.904214637976333},{"date":8491,"factor":"Large.High","beta":-0.910198772216341},{"date":8521,"factor":"Large.High","beta":-0.900442404473054},{"date":8552,"factor":"Large.High","beta":-0.848695526333462},{"date":8582,"factor":"Large.High","beta":-0.821557545719904},{"date":8613,"factor":"Large.High","beta":-0.988961199350917},{"date":8644,"factor":"Large.High","beta":-1.17472810005021},{"date":8674,"factor":"Large.High","beta":-1.14431851749911},{"date":8705,"factor":"Large.High","beta":-1.07859891815231},{"date":8735,"factor":"Large.High","beta":-0.9956570486093},{"date":8766,"factor":"Large.High","beta":-0.788696855641846},{"date":8797,"factor":"Large.High","beta":-0.870175751770509},{"date":8825,"factor":"Large.High","beta":-0.976934412426081},{"date":8856,"factor":"Large.High","beta":-0.902542900046706},{"date":8886,"factor":"Large.High","beta":-0.785283421589281},{"date":8917,"factor":"Large.High","beta":-0.918363022872589},{"date":8947,"factor":"Large.High","beta":-0.983432980999699},{"date":8978,"factor":"Large.High","beta":0.18072098831929},{"date":9009,"factor":"Large.High","beta":0.244621968180544},{"date":9039,"factor":"Large.High","beta":0.213761613499002},{"date":9070,"factor":"Large.High","beta":0.240895596761274},{"date":9100,"factor":"Large.High","beta":0.270801519410591},{"date":9131,"factor":"Large.High","beta":0.220460242948285},{"date":9162,"factor":"Large.High","beta":0.257177334134387},{"date":9190,"factor":"Large.High","beta":0.247594724011289},{"date":9221,"factor":"Large.High","beta":0.276561499933489},{"date":9251,"factor":"Large.High","beta":0.268337781735614},{"date":9282,"factor":"Large.High","beta":0.246022928271848},{"date":9312,"factor":"Large.High","beta":0.243238588250718},{"date":9343,"factor":"Large.High","beta":0.244011666010355},{"date":9374,"factor":"Large.High","beta":0.240735258312508},{"date":9404,"factor":"Large.High","beta":0.231727964323776},{"date":9435,"factor":"Large.High","beta":0.220887824605254},{"date":9465,"factor":"Large.High","beta":0.188765747905582},{"date":9496,"factor":"Large.High","beta":0.224574230969644},{"date":9527,"factor":"Large.High","beta":0.280287111971658},{"date":9556,"factor":"Large.High","beta":0.27258593516314},{"date":9587,"factor":"Large.High","beta":0.301558238835671},{"date":9617,"factor":"Large.High","beta":0.459994447524335},{"date":9648,"factor":"Large.High","beta":0.432279268276107},{"date":9678,"factor":"Large.High","beta":0.458260787324452},{"date":9709,"factor":"Large.High","beta":0.518645780593441},{"date":9740,"factor":"Large.High","beta":0.510061467035468},{"date":9770,"factor":"Large.High","beta":0.501859702639521},{"date":9801,"factor":"Large.High","beta":0.471937659546245},{"date":9831,"factor":"Large.High","beta":0.49006260522296},{"date":9862,"factor":"Large.High","beta":0.417484421042899},{"date":9893,"factor":"Large.High","beta":0.43495253584973},{"date":9921,"factor":"Large.High","beta":0.433880130442777},{"date":9952,"factor":"Large.High","beta":0.530829999007249},{"date":9982,"factor":"Large.High","beta":0.528999575271464},{"date":10013,"factor":"Large.High","beta":0.510993967004116},{"date":10043,"factor":"Large.High","beta":0.618647709824925},{"date":10074,"factor":"Large.High","beta":0.593825265863805},{"date":10105,"factor":"Large.High","beta":0.598277649136013},{"date":10135,"factor":"Large.High","beta":0.582007154104096},{"date":10166,"factor":"Large.High","beta":0.659473142669481},{"date":10196,"factor":"Large.High","beta":0.664025953820895},{"date":10227,"factor":"Large.High","beta":0.600785468408311},{"date":10258,"factor":"Large.High","beta":0.581174964309322},{"date":10286,"factor":"Large.High","beta":0.561447681003933},{"date":10317,"factor":"Large.High","beta":0.575885229497767},{"date":10347,"factor":"Large.High","beta":0.602630347116409},{"date":10378,"factor":"Large.High","beta":0.608206470355724},{"date":10408,"factor":"Large.High","beta":0.768837241907095},{"date":10439,"factor":"Large.High","beta":0.679131786131969},{"date":10470,"factor":"Large.High","beta":0.649912908895307},{"date":10500,"factor":"Large.High","beta":0.67800798978987},{"date":10531,"factor":"Large.High","beta":0.679443674036336},{"date":10561,"factor":"Large.High","beta":1.00046933299141},{"date":10592,"factor":"Large.High","beta":0.988244219359965},{"date":10623,"factor":"Large.High","beta":0.936517611094859},{"date":10651,"factor":"Large.High","beta":1.05732009644497},{"date":10682,"factor":"Large.High","beta":1.15037727070028},{"date":10712,"factor":"Large.High","beta":1.12049545788483},{"date":10743,"factor":"Large.High","beta":1.05665442964867},{"date":10773,"factor":"Large.High","beta":1.05121601749403},{"date":10804,"factor":"Large.High","beta":1.07423581340703},{"date":10835,"factor":"Large.High","beta":1.11681738088449},{"date":10865,"factor":"Large.High","beta":1.07702583429646},{"date":10896,"factor":"Large.High","beta":1.05554876375566},{"date":10926,"factor":"Large.High","beta":0.914219001907508},{"date":10957,"factor":"Large.High","beta":1.16240223668029},{"date":10988,"factor":"Large.High","beta":1.08796044931577},{"date":11017,"factor":"Large.High","beta":1.09773041760487},{"date":11048,"factor":"Large.High","beta":1.22152436579488},{"date":11078,"factor":"Large.High","beta":1.13948140257131},{"date":11109,"factor":"Large.High","beta":1.15221597971286},{"date":11139,"factor":"Large.High","beta":1.12045704107407},{"date":11170,"factor":"Large.High","beta":1.22981602541667},{"date":11201,"factor":"Large.High","beta":1.14188640579575},{"date":11231,"factor":"Large.High","beta":1.07452240548171},{"date":11262,"factor":"Large.High","beta":0.981511765317021},{"date":11292,"factor":"Large.High","beta":0.985947904819544},{"date":11323,"factor":"Large.High","beta":0.914458575661511},{"date":11354,"factor":"Large.High","beta":0.911464119344726},{"date":11382,"factor":"Large.High","beta":0.917077779715902},{"date":11413,"factor":"Large.High","beta":0.922265200573891},{"date":11443,"factor":"Large.High","beta":0.916487388103963},{"date":11474,"factor":"Large.High","beta":0.934429432448288},{"date":11504,"factor":"Large.High","beta":0.918064197907054},{"date":11535,"factor":"Large.High","beta":0.924746826976112},{"date":11566,"factor":"Large.High","beta":0.933297308052965},{"date":11596,"factor":"Large.High","beta":0.925931892222951},{"date":11627,"factor":"Large.High","beta":0.926875939658693},{"date":11657,"factor":"Large.High","beta":0.821667283102194},{"date":11688,"factor":"Large.High","beta":0.743755680159919},{"date":11719,"factor":"Large.High","beta":0.727018381799763},{"date":11747,"factor":"Large.High","beta":0.625731546527237},{"date":11778,"factor":"Large.High","beta":0.566804707631548},{"date":11808,"factor":"Large.High","beta":0.511509387288436},{"date":11839,"factor":"Large.High","beta":0.556432153788149},{"date":11869,"factor":"Large.High","beta":0.585550969039386},{"date":11900,"factor":"Large.High","beta":0.595149570710825},{"date":11931,"factor":"Large.High","beta":0.582093354723595},{"date":11961,"factor":"Large.High","beta":0.51174721621968},{"date":11992,"factor":"Large.High","beta":0.529237445312336},{"date":12022,"factor":"Large.High","beta":0.571725652927559},{"date":12053,"factor":"Large.High","beta":0.50353991191453},{"date":12084,"factor":"Large.High","beta":0.530059228685061},{"date":12112,"factor":"Large.High","beta":0.553224764409997},{"date":12143,"factor":"Large.High","beta":0.604698329794341},{"date":12173,"factor":"Large.High","beta":0.57775653901871},{"date":12204,"factor":"Large.High","beta":0.704988033759575},{"date":12234,"factor":"Large.High","beta":0.758473284705695},{"date":12265,"factor":"Large.High","beta":0.762255381302091},{"date":12296,"factor":"Large.High","beta":0.760483113415531},{"date":12326,"factor":"Large.High","beta":0.721642637751515},{"date":12357,"factor":"Large.High","beta":0.690857906642601},{"date":12387,"factor":"Large.High","beta":0.763394690520845},{"date":12418,"factor":"Large.High","beta":0.663896768812461},{"date":12449,"factor":"Large.High","beta":0.641037077570905},{"date":12478,"factor":"Large.High","beta":0.7220617512853},{"date":12509,"factor":"Large.High","beta":0.746143328985469},{"date":12539,"factor":"Large.High","beta":0.773233234869934},{"date":12570,"factor":"Large.High","beta":0.911315942481443},{"date":12600,"factor":"Large.High","beta":1.00873554359793},{"date":12631,"factor":"Large.High","beta":0.988566742827476},{"date":12662,"factor":"Large.High","beta":0.942882265885553},{"date":12692,"factor":"Large.High","beta":0.797317491393081},{"date":12723,"factor":"Large.High","beta":0.842801803466576},{"date":12753,"factor":"Large.High","beta":0.76746162517582},{"date":12784,"factor":"Large.High","beta":0.796620466757867},{"date":12815,"factor":"Large.High","beta":0.642957273744756},{"date":12843,"factor":"Large.High","beta":0.626991273661531},{"date":12874,"factor":"Large.High","beta":0.568460670127619},{"date":12904,"factor":"Large.High","beta":0.602749717394751},{"date":12935,"factor":"Large.High","beta":0.473705146695351},{"date":12965,"factor":"Large.High","beta":0.34279785677734},{"date":12996,"factor":"Large.High","beta":0.239784699145873},{"date":13027,"factor":"Large.High","beta":0.301400910094279},{"date":13057,"factor":"Large.High","beta":0.198557538258038},{"date":13088,"factor":"Large.High","beta":0.165922723791166},{"date":13118,"factor":"Large.High","beta":0.179162064547555},{"date":13149,"factor":"Large.High","beta":0.180384697332797},{"date":13180,"factor":"Large.High","beta":0.2777437147276},{"date":13208,"factor":"Large.High","beta":0.277188724162141},{"date":13239,"factor":"Large.High","beta":0.265313828348157},{"date":13269,"factor":"Large.High","beta":0.248185237808509},{"date":13300,"factor":"Large.High","beta":0.257012085508578},{"date":13330,"factor":"Large.High","beta":0.254291268957661},{"date":13361,"factor":"Large.High","beta":0.237313550035559},{"date":13392,"factor":"Large.High","beta":0.257186395220995},{"date":13422,"factor":"Large.High","beta":0.312072121787256},{"date":13453,"factor":"Large.High","beta":0.325049446515371},{"date":13483,"factor":"Large.High","beta":0.31803969941592},{"date":13514,"factor":"Large.High","beta":0.247366834986461},{"date":13545,"factor":"Large.High","beta":0.18997504579782},{"date":13573,"factor":"Large.High","beta":0.136450910089602},{"date":13604,"factor":"Large.High","beta":0.156468852694403},{"date":13634,"factor":"Large.High","beta":0.126934804098503},{"date":13665,"factor":"Large.High","beta":0.112656644200444},{"date":13695,"factor":"Large.High","beta":0.0633099481618295},{"date":13726,"factor":"Large.High","beta":0.0150065506876795},{"date":13757,"factor":"Large.High","beta":0.068550508730888},{"date":13787,"factor":"Large.High","beta":0.144602199747583},{"date":13818,"factor":"Large.High","beta":0.191571402848816},{"date":13848,"factor":"Large.High","beta":0.278019949224177},{"date":13879,"factor":"Large.High","beta":0.338826001460588},{"date":13910,"factor":"Large.High","beta":0.30657233087089},{"date":13939,"factor":"Large.High","beta":0.286500292112137},{"date":13970,"factor":"Large.High","beta":0.20457369404641},{"date":14000,"factor":"Large.High","beta":0.232528171946622},{"date":14031,"factor":"Large.High","beta":0.0824553616942343},{"date":14061,"factor":"Large.High","beta":0.216937921869263},{"date":14092,"factor":"Large.High","beta":0.285351493197041},{"date":14123,"factor":"Large.High","beta":0.18857397280054},{"date":14153,"factor":"Large.High","beta":0.201762204761374},{"date":14184,"factor":"Large.High","beta":0.462499586973804},{"date":14214,"factor":"Large.High","beta":0.374431017678858},{"date":14245,"factor":"Large.High","beta":0.328732103298715},{"date":14276,"factor":"Large.High","beta":0.326395573209557},{"date":14304,"factor":"Large.High","beta":0.285226156667467},{"date":14335,"factor":"Large.High","beta":0.16679807925366},{"date":14365,"factor":"Large.High","beta":0.245508674665316},{"date":14396,"factor":"Large.High","beta":0.21900353330256},{"date":14426,"factor":"Large.High","beta":0.224549351235784},{"date":14457,"factor":"Large.High","beta":0.317511578848903},{"date":14488,"factor":"Large.High","beta":0.323612370676579},{"date":14518,"factor":"Large.High","beta":0.398717668793267},{"date":14549,"factor":"Large.High","beta":0.396735364465174},{"date":14579,"factor":"Large.High","beta":0.407756742816106},{"date":14610,"factor":"Large.High","beta":0.35518966397937},{"date":14641,"factor":"Large.High","beta":0.372300724986515},{"date":14669,"factor":"Large.High","beta":0.355814329007814},{"date":14700,"factor":"Large.High","beta":0.366991537349021},{"date":14730,"factor":"Large.High","beta":0.352348560858193},{"date":14761,"factor":"Large.High","beta":0.346167842162257},{"date":14791,"factor":"Large.High","beta":0.354374579560103},{"date":14822,"factor":"Large.High","beta":0.357529305859256},{"date":14853,"factor":"Large.High","beta":0.352319982258551},{"date":14883,"factor":"Large.High","beta":0.341289313867648},{"date":14914,"factor":"Large.High","beta":0.342241733824075},{"date":14944,"factor":"Large.High","beta":0.332404461794509},{"date":14975,"factor":"Large.High","beta":0.285106735623352},{"date":15006,"factor":"Large.High","beta":0.316739419176512},{"date":15034,"factor":"Large.High","beta":0.398562208480812},{"date":15065,"factor":"Large.High","beta":0.415994489841807},{"date":15095,"factor":"Large.High","beta":0.422293204999377},{"date":15126,"factor":"Large.High","beta":0.446167919757317},{"date":15156,"factor":"Large.High","beta":0.415208651384344},{"date":15187,"factor":"Large.High","beta":0.408659306930825},{"date":15218,"factor":"Large.High","beta":0.373344015756414},{"date":15248,"factor":"Large.High","beta":0.417927756377942},{"date":15279,"factor":"Large.High","beta":-0.141053143253855},{"date":15309,"factor":"Large.High","beta":0.00204908154565548},{"date":15340,"factor":"Large.High","beta":0.0112465646626619},{"date":15371,"factor":"Large.High","beta":0.0124267470425529},{"date":15400,"factor":"Large.High","beta":0.0882080013626764},{"date":15431,"factor":"Large.High","beta":0.012572721714045},{"date":15461,"factor":"Large.High","beta":0.0429645184100715},{"date":15492,"factor":"Large.High","beta":0.143678996694967},{"date":15522,"factor":"Large.High","beta":0.152810446941192},{"date":15553,"factor":"Large.High","beta":0.107663385616724},{"date":15584,"factor":"Large.High","beta":0.117123833592833},{"date":15614,"factor":"Large.High","beta":0.163175905455979},{"date":15645,"factor":"Large.High","beta":0.228623441420943},{"date":15675,"factor":"Large.High","beta":0.261714993761462},{"date":15706,"factor":"Large.High","beta":0.288229217080337},{"date":15737,"factor":"Large.High","beta":0.294296435689698},{"date":15765,"factor":"Large.High","beta":0.361647346233671},{"date":15796,"factor":"Large.High","beta":0.338255142061752},{"date":15826,"factor":"Large.High","beta":0.352428756423902},{"date":15857,"factor":"Large.High","beta":0.447148630647751}]
if(!(opts.type==="pieChart" || opts.type==="sparklinePlus")) {
var data = d3.nest()
.key(function(d){
//return opts.group === undefined ? 'main' : d[opts.group]
//instead of main would think a better default is opts.x
return opts.group === undefined ? opts.y : d[opts.group];
})
.entries(data);
}
nv.addGraph(function() {
var chart = nv.models[opts.type]()
.x(function(d) { return d[opts.x] })
.y(function(d) { return d[opts.y] })
.width(opts.width)
.height(opts.height)
chart.xAxis
.tickFormat(function(d) {return d3.time.format('%Y-%m-%d')(new Date(d * 24 * 60 * 60 * 1000));})
chart.yAxis
.tickFormat(function(d) {return d3.format('0.2f')(d);})
d3.select("#" + opts.id)
.append('svg')
.datum(data)
.transition().duration(500)
.call(chart);
nv.utils.windowResize(chart.update);
return chart;
});
};
</script>
</body>
<!-- Google Prettify -->
<script src="http://cdnjs.cloudflare.com/ajax/libs/prettify/188.0.0/prettify.js"></script>
<script
src='https://google-code-prettify.googlecode.com/svn-history/r232/trunk/src/lang-r.js'>
</script>
<script>
var pres = document.getElementsByTagName("pre");
for (var i=0; i < pres.length; ++i) {
pres[i].className = "prettyprint linenums";
}
prettyPrint();
</script>
</html>
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment