Regression from Dec 2011 - Aug 2014

Rm-Rf Alpha R2
0.78 2.03% 0.788
Standard error 0.0730 0.0024
t-statistics 10.72 0.72

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 Rf
201112 1.50 0.74 0.00
201201 1.64 5.06 0.00
201202 2.86 4.43 0.00
201203 2.39 3.11 0.00
201204 -0.08 -0.84 0.00
201205 -3.83 -6.20 0.01
201206 4.38 3.88 0.00
201207 2.44 0.79 0.00
201208 0.60 2.56 0.01
201209 1.22 2.74 0.01
201210 -0.95 -1.75 0.01
201211 0.48 0.77 0.01
201212 -0.07 1.18 0.01
201301 5.55 5.58 0.00
201302 2.09 1.28 0.00
201303 4.77 4.03 0.00
201304 2.99 1.56 0.00
201305 1.39 2.81 0.00
201306 -0.81 -1.21 0.00
201307 4.59 5.65 0.00
201308 -3.55 -2.69 0.00
201309 2.68 3.76 0.00
201310 5.01 4.17 0.00
201311 2.54 3.12 0.00
201312 1.89 2.81 0.00
201401 -4.45 -3.26 0.00
201402 3.88 4.65 0.00
201403 1.95 0.41 0.00
201404 1.83 -0.14 0.00
201405 1.34 2.06 0.00
201406 1.35 2.59 0.00
201407 -1.72 -2.05 0.00
201408 3.43 4.23 0.00

Other Funds


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