Regression from Dec 2011 - Aug 2014

Rm-Rf SMB HML Mom Alpha R2
0.92 -0.31 0.28 0.21 -2.51% 0.908
Standard error 0.0569 0.0872 0.0965 0.0600 0.0018
t-statistics 16.15 -3.60 2.89 3.58 -1.19

Fund Profile

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

Rolling Charts:


Fund Returns from Dec 2011 - Aug 2014

Month RaR Rm-Rf SMB HML Mom Rf
201112 1.50 0.74 -0.57 1.53 1.89 0.00
201201 1.64 5.06 2.52 -2.13 -7.95 0.00
201202 2.86 4.43 -1.65 0.04 -0.28 0.00
201203 2.39 3.11 -0.23 -0.07 1.46 0.00
201204 -0.08 -0.84 -0.61 -0.20 3.84 0.00
201205 -3.83 -6.20 -0.10 0.10 6.61 0.01
201206 4.38 3.88 0.82 0.46 -1.14 0.00
201207 2.44 0.79 -2.59 0.02 3.06 0.00
201208 0.60 2.56 0.72 0.59 -2.51 0.01
201209 1.22 2.74 0.49 1.57 -1.02 0.01
201210 -0.95 -1.75 -1.07 4.17 0.12 0.01
201211 0.48 0.77 0.67 -1.10 0.37 0.01
201212 -0.07 1.18 1.66 3.28 -2.92 0.01
201301 5.55 5.58 0.49 1.35 -1.87 0.00
201302 2.09 1.28 -0.38 0.31 1.47 0.00
201303 4.77 4.03 0.84 -0.06 2.08 0.00
201304 2.99 1.56 -2.43 0.36 0.34 0.00
201305 1.39 2.81 1.93 1.31 -1.89 0.00
201306 -0.81 -1.21 1.23 -0.45 0.65 0.00
201307 4.59 5.65 1.85 0.79 1.69 0.00
201308 -3.55 -2.69 0.28 -2.46 0.05 0.00
201309 2.68 3.76 2.85 -1.51 3.01 0.00
201310 5.01 4.17 -1.52 1.39 0.11 0.00
201311 2.54 3.12 1.32 -0.38 0.35 0.00
201312 1.89 2.81 -0.44 -0.17 0.05 0.00
201401 -4.45 -3.26 0.85 -1.83 1.66 0.00
201402 3.88 4.65 0.27 -0.48 2.15 0.00
201403 1.95 0.41 -1.81 4.72 -3.26 0.00
201404 1.83 -0.14 -4.23 1.57 -3.80 0.00
201405 1.34 2.06 -1.88 -0.40 0.84 0.00
201406 1.35 2.59 2.98 -0.63 0.60 0.00
201407 -1.72 -2.05 -4.28 0.03 -0.28 0.00
201408 3.43 4.23 0.49 -0.75 0.74 0.00

Other Funds


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