I took our Tableau FRS model for a spin to see what's what. Big Caps over $15B in Mkt Cap vs Small Caps under $5B. In the S&P500.
Big vs Small
Today's Pct Gain in bps. 61 vs 17
Avg Cap $58B vs $3.3B
Beta .98 vs 1.13
VMO 74 vs 58
Industry Mix: What you would expect.
Conclusion: Bias towards big caps. Tableau is fast.