Regression from Apr 1993 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.04 0.81 0.66 -0.34% 0.962
Standard error 0.0163 0.0223 0.0234 0.0007
t-statistics 63.73 36.43 28.06 -0.41

Fund Profile

Symbol DFSVX
Issuer Dimensional Fund Advisors
Type Mutual Fund
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Apr 1993 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
199304 -2.14 -3.05 -0.68 2.63 0.24
199305 2.55 2.88 1.96 -3.42 0.22
199306 0.00 0.31 -0.30 2.62 0.25
199307 3.20 -0.34 0.95 3.26 0.24
199308 3.10 3.72 0.31 -0.45 0.25
199309 3.68 -0.12 3.11 -0.49 0.26
199310 3.23 1.41 1.44 -1.56 0.22
199311 -1.88 -1.89 -1.43 -0.26 0.25
199312 2.23 1.64 1.22 0.57 0.23
199401 4.98 2.87 0.14 2.10 0.25
199402 -0.30 -2.55 2.72 -1.41 0.21
199403 -3.27 -4.78 -0.96 1.34 0.27
199404 0.62 0.68 -0.91 1.69 0.27
199405 0.31 0.57 -2.01 0.18 0.32
199406 -1.83 -3.03 -0.48 1.68 0.31
199407 1.55 2.81 -1.78 0.98 0.28
199408 3.67 4.01 1.45 -3.47 0.37
199409 -0.59 -2.31 2.68 -1.81 0.37
199410 -1.19 1.34 -2.20 -2.36 0.38
199411 -3.60 -4.04 -0.17 -0.05 0.37
199412 0.93 0.87 0.05 0.26 0.44
199501 1.23 1.79 -2.96 1.64 0.42
199502 3.35 3.62 -0.33 0.38 0.40
199503 1.18 2.19 -0.37 -2.06 0.46
199504 3.50 2.12 -0.41 1.70 0.44
199505 2.82 2.90 -2.23 1.91 0.54
199506 4.11 2.72 3.06 -2.98 0.47
199507 5.26 3.72 2.21 -2.21 0.45
199508 3.25 0.55 1.84 1.92 0.47
199509 1.21 3.35 -2.07 -0.94 0.43
199510 -4.78 -1.52 -3.94 -0.11 0.47
199511 3.52 3.95 -0.82 0.33 0.42
199512 1.70 1.03 0.37 1.41 0.49
199601 -0.48 2.26 -2.48 0.40 0.43
199602 2.16 1.33 2.05 -2.33 0.39
199603 2.82 0.73 1.30 1.28 0.39
199604 5.25 2.06 4.89 -4.05 0.46
199605 3.90 2.37 3.16 -1.40 0.42
199606 -2.09 -1.14 -3.64 1.92 0.40
199607 -6.18 -5.97 -3.59 4.38 0.45
199608 4.55 2.77 2.30 -0.57 0.41
199609 3.26 5.01 -0.82 -3.76 0.44
199610 0.63 0.87 -4.11 4.82 0.42
199611 4.81 6.25 -3.60 0.16 0.41
199612 2.20 -1.70 3.08 0.99 0.46
199701 2.54 4.99 -1.52 -2.33 0.45
199702 0.00 -0.49 -2.61 4.69 0.39
199703 -2.67 -5.03 -0.32 3.86 0.43
199704 -0.39 4.04 -5.19 -1.02 0.43
199705 9.43 6.74 4.83 -4.38 0.49
199706 6.28 4.10 1.50 0.72 0.37
199707 5.91 7.33 -2.52 -0.13 0.43
199708 3.67 -4.15 7.34 1.37 0.41
199709 7.69 5.35 2.68 -0.25 0.44
199710 -3.57 -3.79 -0.79 2.21 0.42
199711 -0.89 2.99 -5.07 1.01 0.39
199712 0.15 1.32 -2.40 3.84 0.48
199801 -1.34 0.14 -0.94 -2.07 0.43
199802 7.56 7.03 0.32 -0.86 0.39
199803 4.08 4.77 -0.99 1.23 0.39
199804 2.03 0.73 0.48 0.27 0.43
199805 -3.84 -3.06 -3.54 4.12 0.40
199806 -2.07 3.18 -3.15 -2.22 0.41
199807 -7.31 -2.46 -4.92 -1.15 0.40
199808 -18.51 -16.08 -5.75 5.24 0.43
199809 2.98 6.15 -0.15 -3.88 0.46
199810 4.16 7.13 -3.20 -2.77 0.32
199811 5.38 6.09 1.14 -3.43 0.31
199812 2.31 6.15 -0.30 -4.70 0.38
199901 1.61 3.50 0.86 -5.56 0.35
199902 -8.24 -4.08 -5.55 1.56 0.35
199903 -1.90 3.45 -3.84 -2.93 0.43
199904 10.56 4.34 3.18 2.45 0.37
199905 4.78 -2.46 3.64 2.69 0.34
199906 6.08 4.77 3.45 -4.19 0.40
199907 -0.43 -3.47 2.25 0.51 0.38
199908 -2.73 -1.38 -1.32 -0.95 0.39
199909 -2.66 -2.81 3.16 -2.98 0.39
199910 -3.50 6.13 -6.78 -3.24 0.39
199911 4.57 3.37 7.78 -8.02 0.36
199912 5.72 7.72 7.01 -9.20 0.44
200001 -0.71 -4.73 4.37 0.24 0.41
200002 9.18 2.45 22.02 -12.68 0.43
200003 0.39 5.20 -16.39 7.67 0.47
200004 -3.53 -6.40 -7.73 9.13 0.46
200005 -4.21 -4.43 -4.85 3.72 0.50
200006 4.96 4.64 13.70 -10.05 0.40
200007 0.00 -2.45 -2.80 8.51 0.48
200008 7.42 7.14 -0.89 -1.28 0.50
200009 -1.88 -5.44 -1.87 6.85 0.51
200010 -3.84 -2.77 -3.66 4.79 0.56
200011 -5.46 -10.73 -3.10 12.42 0.51
200012 7.89 1.19 1.55 6.13 0.50
200101 10.31 3.12 7.03 -5.70 0.54
200102 -1.89 -10.08 -1.15 13.87 0.39
200103 -2.53 -7.27 0.55 6.36 0.44
200104 6.19 7.95 0.27 -4.36 0.39
200105 6.18 0.73 2.99 2.77 0.32
200106 0.66 -1.93 6.38 -2.14 0.28
200107 1.31 -2.13 -4.22 5.62 0.30
200108 -1.29 -6.46 2.13 3.37 0.31
200109 -14.61 -9.26 -6.61 1.80 0.28
200110 3.96 2.47 6.88 -7.03 0.22
200111 7.86 7.54 0.38 0.69 0.17
200112 7.29 1.60 5.14 0.43 0.15
200201 1.59 -1.44 1.12 3.45 0.14
200202 -0.21 -2.29 -1.61 3.91 0.13
200203 9.95 4.24 4.30 1.17 0.13
200204 4.48 -5.20 5.86 4.21 0.15
200205 -3.10 -1.38 -3.72 2.54 0.14
200206 -2.16 -7.21 3.49 1.56 0.13
200207 -15.58 -8.18 -5.14 -3.63 0.15
200208 -1.25 0.50 -2.26 2.24 0.14
200209 -7.27 -10.35 2.70 1.23 0.14
200210 1.62 7.83 -2.98 -6.49 0.14
200211 9.30 5.96 3.17 -1.57 0.12
200212 -4.03 -5.76 -0.45 3.90 0.11
200301 -3.50 -2.57 1.40 -0.88 0.10
200302 -4.11 -1.89 -0.26 -1.46 0.09
200303 -0.25 1.09 0.77 -1.67 0.10
200304 10.62 8.22 1.15 -0.06 0.10
200305 11.77 6.05 4.78 0.15 0.09
200306 3.58 1.42 1.51 0.68 0.10
200307 7.11 2.34 5.57 -2.11 0.07
200308 5.07 2.34 2.67 1.71 0.07
200309 -0.79 -1.23 0.55 1.00 0.08
200310 9.99 6.08 2.89 1.80 0.07
200311 4.18 1.35 2.21 1.46 0.07
200312 5.40 4.30 -2.78 2.68 0.08
200401 4.90 2.15 2.63 1.64 0.07
200402 1.40 1.40 -1.15 0.42 0.06
200403 0.96 -1.33 1.85 0.04 0.09
200404 -3.20 -1.83 -2.54 -1.69 0.08
200405 0.42 1.18 -0.16 -0.29 0.06
200406 6.66 1.86 2.32 1.66 0.08
200407 -5.33 -4.07 -3.82 4.48 0.10
200408 -1.53 0.08 -1.59 1.13 0.11
200409 4.94 1.61 2.89 0.36 0.11
200410 1.01 1.43 0.43 -0.84 0.11
200411 9.98 4.54 4.17 1.93 0.15
200412 3.57 3.43 0.19 -0.35 0.16
200501 -3.56 -2.75 -1.65 2.66 0.16
200502 2.73 1.89 -0.72 2.83 0.16
200503 -1.95 -1.96 -1.38 1.75 0.21
200504 -7.28 -2.61 -4.00 -0.46 0.21
200505 6.61 3.65 2.99 -1.23 0.24
200506 4.20 0.56 2.56 2.78 0.23
200507 7.12 3.92 2.77 -0.45 0.24
200508 -1.69 -1.22 -0.88 1.41 0.30
200509 0.78 0.48 -0.68 1.16 0.29
200510 -4.51 -2.00 -1.03 -0.70 0.27
200511 5.99 3.62 1.00 -1.85 0.31
200512 0.22 -0.25 -0.51 0.48 0.32
200601 8.79 3.04 5.33 1.17 0.35
200602 -0.35 -0.30 -0.31 -0.85 0.34
200603 6.10 1.46 3.56 -0.11 0.37
200604 0.99 0.72 -1.24 3.08 0.36
200605 -4.39 -3.57 -3.04 2.77 0.43
200606 0.05 -0.35 -0.53 1.51 0.40
200607 -3.76 -0.78 -3.99 3.27 0.40
200608 1.98 2.03 0.83 -1.75 0.42
200609 1.19 1.84 -1.24 -0.42 0.41
200610 5.41 3.23 1.64 0.48 0.41
200611 3.03 1.71 0.77 0.48 0.42
200612 1.31 0.87 -0.89 2.51 0.40
200701 2.19 1.41 0.09 -0.02 0.44
200702 -0.22 -1.95 1.38 0.24 0.38
200703 1.05 0.68 -0.26 0.39 0.43
200704 1.82 3.49 -2.09 -0.96 0.44
200705 3.66 3.24 -0.04 -0.13 0.41
200706 -1.56 -1.96 0.76 -1.06 0.40
200707 -7.63 -3.74 -2.67 -2.99 0.40
200708 -0.77 0.92 -0.14 -2.36 0.42
200709 -0.27 3.23 -2.46 -2.13 0.32
200710 1.14 1.80 0.21 -1.97 0.32
200711 -8.75 -4.82 -2.77 -1.09 0.34
200712 -1.19 -0.86 0.05 -0.03 0.27
200801 -3.95 -6.35 -0.77 3.05 0.21
200802 -2.87 -3.09 -0.55 -0.03 0.13
200803 0.86 -0.94 0.83 0.28 0.17
200804 1.65 4.60 -1.49 -0.03 0.18
200805 4.13 1.86 2.98 -0.34 0.18
200806 -10.10 -8.44 1.07 -1.02 0.17
200807 2.07 -0.77 3.58 3.69 0.15
200808 4.16 1.53 3.75 1.48 0.13
200809 -6.89 -9.24 -0.34 4.40 0.15
200810 -22.13 -17.23 -2.28 -2.99 0.08
200811 -12.98 -7.86 -3.63 -4.94 0.03
200812 5.25 1.66 3.97 -1.20 0.09
200901 -14.25 -8.12 -0.98 -9.86 0.00
200902 -12.74 -10.09 -0.35 -6.90 0.01
200903 10.37 8.95 0.73 2.60 0.02
200904 19.65 10.19 5.40 5.42 0.01
200905 3.21 5.21 -2.66 0.56 0.00
200906 0.39 0.43 2.67 -2.44 0.01
200907 13.46 7.72 2.50 4.73 0.01
200908 5.11 3.32 -0.51 7.59 0.01
200909 6.36 4.08 2.47 1.40 0.01
200910 -7.56 -2.59 -4.22 -4.37 0.00
200911 3.17 5.56 -2.65 0.17 0.00
200912 7.86 2.75 5.79 0.73 0.01
201001 -3.14 -3.36 0.19 0.61 0.00
201002 6.18 3.40 1.44 2.74 0.00
201003 8.82 6.32 1.58 2.03 0.01
201004 8.16 2.00 4.94 3.15 0.00
201005 -9.94 -7.89 -0.08 -2.33 0.01
201006 -10.11 -5.56 -2.13 -4.26 0.01
201007 8.65 6.92 0.17 0.22 0.01
201008 -8.35 -4.77 -2.94 -1.64 0.01
201009 12.94 9.54 3.84 -3.02 0.01
201010 4.14 3.88 1.04 -2.30 0.01
201011 4.49 0.60 3.66 -0.54 0.01
201012 9.19 6.82 0.78 3.58 0.01
201101 0.32 2.01 -2.46 0.86 0.01
201102 6.27 3.49 1.63 1.67 0.01
201103 2.04 0.48 2.62 -1.22 0.01
201104 1.29 2.90 -0.32 -2.25 0.00
201105 -3.12 -1.27 -0.65 -2.21 0.00
201106 -1.82 -1.75 -0.08 -0.42 0.00
201107 -2.89 -2.34 -1.40 -1.20 0.00
201108 -10.54 -6.00 -3.30 -1.56 0.01
201109 -12.58 -7.60 -3.68 -1.06 0.00
201110 15.81 11.34 3.58 -0.90 0.00
201111 -0.69 -0.26 -0.26 -0.17 0.00
201112 0.94 0.74 -0.57 1.53 0.00
201201 7.45 5.06 2.52 -2.13 0.00
201202 3.19 4.43 -1.65 0.04 0.00
201203 2.30 3.11 -0.23 -0.07 0.00
201204 -1.60 -0.84 -0.61 -0.20 0.00
201205 -7.16 -6.20 -0.10 0.10 0.01
201206 4.40 3.88 0.82 0.46 0.00
201207 -0.23 0.79 -2.59 0.02 0.00
201208 4.22 2.56 0.72 0.59 0.01
201209 3.31 2.74 0.49 1.57 0.01
201210 -0.84 -1.75 -1.07 4.17 0.01
201211 1.87 0.77 0.67 -1.10 0.01
201212 3.67 1.18 1.66 3.28 0.01
201301 6.56 5.58 0.49 1.35 0.00
201302 1.74 1.28 -0.38 0.31 0.00
201303 4.90 4.03 0.84 -0.06 0.00
201304 -1.10 1.56 -2.43 0.36 0.00
201305 5.40 2.81 1.93 1.31 0.00
201306 -0.71 -1.21 1.23 -0.45 0.00
201307 7.35 5.65 1.85 0.79 0.00
201308 -4.17 -2.69 0.28 -2.46 0.00
201309 5.22 3.76 2.85 -1.51 0.00
201310 3.54 4.17 -1.52 1.39 0.00
201311 5.07 3.12 1.32 -0.38 0.00
201312 2.73 2.81 -0.44 -0.17 0.00
201401 -5.15 -3.26 0.85 -1.83 0.00
201402 5.45 4.65 0.27 -0.48 0.00
201403 1.19 0.41 -1.81 4.72 0.00
201404 -1.93 -0.14 -4.23 1.57 0.00
201405 0.83 2.06 -1.88 -0.40 0.00
201406 4.44 2.59 2.98 -0.63 0.00
201407 -5.76 -2.05 -4.28 0.03 0.00
201408 5.83 4.23 0.49 -0.75 0.00

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