Regression from Jan 2010 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
1.00 -0.04 0.01 0.01 -0.03% 0.999
Standard error 0.0060 0.0117 0.0113 0.0080 0.0002
t-statistics 166.02 -3.44 0.60 0.72 -0.13

Fund Profile

Symbol SCHB
Issuer Charles Schwab
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jan 2010 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201001 -3.38 -3.36 0.19 0.61 -5.34 0.00
201002 3.29 3.40 1.44 2.74 3.62 0.00
201003 6.20 6.32 1.58 2.03 3.70 0.01
201004 1.98 2.00 4.94 3.15 3.14 0.00
201005 -7.90 -7.89 -0.08 -2.33 -0.22 0.01
201006 -5.43 -5.56 -2.13 -4.26 -2.90 0.01
201007 6.88 6.92 0.17 0.22 1.92 0.01
201008 -4.67 -4.77 -2.94 -1.64 -0.13 0.01
201009 9.46 9.54 3.84 -3.02 1.35 0.01
201010 3.85 3.88 1.04 -2.30 1.58 0.01
201011 0.53 0.60 3.66 -0.54 2.51 0.01
201012 6.81 6.82 0.78 3.58 -3.21 0.01
201101 2.29 2.01 -2.46 0.86 -0.30 0.01
201102 3.51 3.49 1.63 1.67 2.05 0.01
201103 0.50 0.48 2.62 -1.22 3.59 0.01
201104 2.98 2.90 -0.32 -2.25 0.08 0.00
201105 -1.13 -1.27 -0.65 -2.21 -0.58 0.00
201106 -1.82 -1.75 -0.08 -0.42 1.76 0.00
201107 -2.42 -2.34 -1.40 -1.20 0.14 0.00
201108 -5.84 -6.00 -3.30 -1.56 -0.35 0.01
201109 -7.50 -7.60 -3.68 -1.06 -2.52 0.00
201110 11.49 11.34 3.58 -0.90 -1.45 0.00
201111 -0.38 -0.26 -0.26 -0.17 4.00 0.00
201112 0.95 0.74 -0.57 1.53 1.89 0.00
201201 4.86 5.06 2.52 -2.13 -7.95 0.00
201202 4.17 4.43 -1.65 0.04 -0.28 0.00
201203 3.21 3.11 -0.23 -0.07 1.46 0.00
201204 -0.62 -0.84 -0.61 -0.20 3.84 0.00
201205 -6.23 -6.20 -0.10 0.10 6.61 0.01
201206 3.90 3.88 0.82 0.46 -1.14 0.00
201207 1.11 0.79 -2.59 0.02 3.06 0.00
201208 2.42 2.56 0.72 0.59 -2.51 0.01
201209 2.52 2.74 0.49 1.57 -1.02 0.01
201210 -1.65 -1.75 -1.07 4.17 0.12 0.01
201211 0.70 0.77 0.67 -1.10 0.37 0.01
201212 1.36 1.18 1.66 3.28 -2.92 0.01
201301 5.43 5.58 0.49 1.35 -1.87 0.00
201302 1.05 1.28 -0.38 0.31 1.47 0.00
201303 3.98 4.03 0.84 -0.06 2.08 0.00
201304 1.73 1.56 -2.43 0.36 0.34 0.00
201305 2.41 2.81 1.93 1.31 -1.89 0.00
201306 -1.14 -1.21 1.23 -0.45 0.65 0.00
201307 5.31 5.65 1.85 0.79 1.69 0.00
201308 -2.93 -2.69 0.28 -2.46 0.05 0.00
201309 3.76 3.76 2.85 -1.51 3.01 0.00
201310 4.27 4.17 -1.52 1.39 0.11 0.00
201311 2.82 3.12 1.32 -0.38 0.35 0.00
201312 2.65 2.81 -0.44 -0.17 0.05 0.00
201401 -3.21 -3.26 0.85 -1.83 1.66 0.00
201402 4.75 4.65 0.27 -0.48 2.15 0.00
201403 0.62 0.41 -1.81 4.72 -3.26 0.00
201404 0.11 -0.14 -4.23 1.57 -3.80 0.00
201405 2.26 2.06 -1.88 -0.40 0.84 0.00
201406 2.45 2.59 2.98 -0.63 0.60 0.00
201407 -1.87 -2.05 -4.28 0.03 -0.28 0.00
201408 4.10 4.23 0.49 -0.75 0.74 0.00

Other Funds


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