Regression from Jan 2010 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.02 -0.23 -0.11 -0.72% 0.977
Standard error 0.0259 0.0709 0.0679 0.0011
t-statistics 39.39 -3.24 -1.58 -0.56

Fund Profile

Symbol SCHF
Issuer Charles Schwab
Type ETF
Region Developed Markets
Style Large Blend

Rolling Charts:


Fund Returns from Jan 2010 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
201001 -5.65 -4.01 3.67 -0.77 0.00
201002 1.04 -0.35 0.11 -1.29 0.00
201003 6.38 6.45 -1.36 4.26 0.01
201004 -2.20 -0.80 4.33 -0.31 0.00
201005 -10.79 -10.71 0.32 -2.76 0.01
201006 -2.32 -1.24 0.50 -2.17 0.01
201007 11.15 9.24 -2.76 2.84 0.01
201008 -3.92 -3.30 0.85 -2.43 0.01
201009 10.21 10.02 0.54 -0.50 0.01
201010 3.41 4.11 -0.52 -0.44 0.01
201011 -4.11 -4.42 2.91 -2.22 0.01
201012 8.37 8.28 2.09 1.08 0.01
201101 2.19 2.12 -1.17 4.41 0.01
201102 3.26 3.43 -0.47 -0.28 0.01
201103 -1.41 -1.60 0.95 -0.88 0.01
201104 5.69 5.71 -1.67 -1.01 0.00
201105 -2.78 -2.79 -0.08 -0.92 0.00
201106 -1.25 -1.37 -0.82 1.30 0.00
201107 -2.67 -1.32 2.42 -2.86 0.00
201108 -8.58 -8.51 1.35 -2.51 0.01
201109 -11.39 -10.31 -0.01 1.37 0.00
201110 10.40 8.79 -4.06 -2.02 0.00
201111 -2.35 -4.57 -0.28 -1.44 0.00
201112 -2.58 -1.35 0.04 0.55 0.00
201201 6.01 6.02 1.72 0.76 0.00
201202 4.90 5.36 -0.47 0.07 0.00
201203 -0.08 -0.28 0.37 -0.34 0.00
201204 -1.82 -1.50 0.85 -2.18 0.00
201205 -11.18 -11.27 0.74 -0.62 0.01
201206 6.43 5.85 -3.82 2.09 0.00
201207 0.17 0.81 -0.97 -2.09 0.00
201208 3.69 2.99 -0.71 1.06 0.01
201209 2.85 3.37 0.82 1.37 0.01
201210 1.34 0.81 -0.99 0.60 0.01
201211 1.89 1.81 -2.30 0.68 0.01
201212 4.45 3.33 0.61 3.47 0.01
201301 2.60 5.22 -0.18 2.90 0.00
201302 -0.99 -0.94 0.84 -0.98 0.00
201303 1.08 0.75 1.15 -2.75 0.00
201304 4.26 4.37 -2.02 2.60 0.00
201305 -2.96 -1.52 -1.13 2.06 0.00
201306 -3.30 -3.74 0.56 -0.89 0.00
201307 5.86 5.58 -0.81 1.39 0.00
201308 -1.81 -1.01 1.77 0.16 0.00
201309 7.33 7.04 0.80 0.66 0.00
201310 3.16 3.37 -1.30 2.17 0.00
201311 0.75 0.59 -0.46 -0.01 0.00
201312 2.10 1.71 0.20 -0.17 0.00
201401 -4.73 -3.23 3.93 1.33 0.00
201402 4.96 5.37 -1.52 0.13 0.00
201403 -0.10 -0.22 0.58 0.91 0.00
201404 1.52 1.10 -1.93 0.78 0.00
201405 1.66 1.39 -0.74 -0.17 0.00
201406 1.45 1.46 1.75 -0.45 0.00
201407 -2.09 -1.98 0.54 0.14 0.00
201408 0.37 -0.28 0.35 -0.52 0.00

Other Funds


Use the form below to perform a regression analysis for a specific fund.

Pick a fund symbol, regression type, and optional start and end months to perform the calculation.