Regression from Jan 2010 - Aug 2014

Rm-Rf Alpha R2
1.24 -1.82% 0.932
Standard error 0.0454 0.0019
t-statistics 27.31 -0.80

Fund Profile

Symbol SCHA
Issuer Charles Schwab
Type ETF
Region USA
Style Small Blend

Rolling Charts:


Fund Returns from Jan 2010 - Aug 2014

Month RaR Rm-Rf Rf
201001 -2.80 -3.36 0.00
201002 4.59 3.40 0.00
201003 8.12 6.32 0.01
201004 5.75 2.00 0.00
201005 -7.75 -7.89 0.01
201006 -7.62 -5.56 0.01
201007 6.98 6.92 0.01
201008 -7.04 -4.77 0.01
201009 12.19 9.54 0.01
201010 4.11 3.88 0.01
201011 3.40 0.60 0.01
201012 8.13 6.82 0.01
201101 0.77 2.01 0.01
201102 5.48 3.49 0.01
201103 2.14 0.48 0.01
201104 2.80 2.90 0.00
201105 -1.60 -1.27 0.00
201106 -2.01 -1.75 0.00
201107 -3.74 -2.34 0.00
201108 -8.42 -6.00 0.01
201109 -11.00 -7.60 0.00
201110 15.75 11.34 0.00
201111 -1.04 -0.26 0.00
201112 0.19 0.74 0.00
201201 7.07 5.06 0.00
201202 3.40 4.43 0.00
201203 2.29 3.11 0.00
201204 -1.12 -0.84 0.00
201205 -6.90 -6.20 0.01
201206 4.62 3.88 0.00
201207 -0.93 0.79 0.00
201208 3.72 2.56 0.01
201209 2.71 2.74 0.01
201210 -1.71 -1.75 0.01
201211 1.40 0.77 0.01
201212 3.12 1.18 0.01
201301 6.35 5.58 0.00
201302 1.39 1.28 0.00
201303 4.57 4.03 0.00
201304 -0.31 1.56 0.00
201305 4.19 2.81 0.00
201306 -0.82 -1.21 0.00
201307 7.10 5.65 0.00
201308 -3.08 -2.69 0.00
201309 5.93 3.76 0.00
201310 3.23 4.17 0.00
201311 3.51 3.12 0.00
201312 2.22 2.81 0.00
201401 -2.17 -3.26 0.00
201402 5.12 4.65 0.00
201403 -0.34 0.41 0.00
201404 -2.77 -0.14 0.00
201405 0.62 2.06 0.00
201406 4.94 2.59 0.00
201407 -5.36 -2.05 0.00
201408 4.99 4.23 0.00

Other Funds


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