The portfolio return is positively correlated with the size factor, and this should decrease its performance since small-cap stocks generally underperform large-cap stocks over time.

The portfolio return is positively correlated with the value factor, and this should increase its performance since stocks with low book-to-market values generally underperform stocks with high book-to-market values over time.

The portfolio return is negatively correlated with the size factor, and this should increase its performance since stocks with high market capitalizations generally outperform stocks with low market capitalizations over time.

The portfolio return is negatively correlated with the value factor, and this should decrease its performance since value stocks generally outperform growth stocks over time.