Regression from Jan 2010 - Aug 2014

Rm-Rf Alpha R2
0.96 0.20% 0.996
Standard error 0.0088 0.0004
t-statistics 109.65 0.44

Fund Profile

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

Rolling Charts:


Fund Returns from Jan 2010 - Aug 2014

Month RaR Rm-Rf Rf
201001 -3.52 -3.36 0.00
201002 3.35 3.40 0.00
201003 5.98 6.32 0.01
201004 1.53 2.00 0.00
201005 -7.92 -7.89 0.01
201006 -5.20 -5.56 0.01
201007 6.99 6.92 0.01
201008 -4.51 -4.77 0.01
201009 9.05 9.54 0.01
201010 3.89 3.88 0.01
201011 0.23 0.60 0.01
201012 6.67 6.82 0.01
201101 2.36 2.01 0.01
201102 3.35 3.49 0.01
201103 0.17 0.48 0.01
201104 2.93 2.90 0.00
201105 -0.98 -1.27 0.00
201106 -1.85 -1.75 0.00
201107 -2.19 -2.34 0.00
201108 -5.45 -6.00 0.01
201109 -7.33 -7.60 0.00
201110 10.98 11.34 0.00
201111 -0.28 -0.26 0.00
201112 1.00 0.74 0.00
201201 4.75 5.06 0.00
201202 4.37 4.43 0.00
201203 3.16 3.11 0.00
201204 -0.59 -0.84 0.00
201205 -6.09 -6.20 0.01
201206 3.84 3.88 0.00
201207 1.16 0.79 0.00
201208 2.42 2.56 0.01
201209 2.58 2.74 0.01
201210 -1.76 -1.75 0.01
201211 0.62 0.77 0.01
201212 1.07 1.18 0.01
201301 5.40 5.58 0.00
201302 1.15 1.28 0.00
201303 3.75 4.03 0.00
201304 2.00 1.56 0.00
201305 2.18 2.81 0.00
201306 -1.39 -1.21 0.00
201307 5.33 5.65 0.00
201308 -2.94 -2.69 0.00
201309 3.44 3.76 0.00
201310 4.39 4.17 0.00
201311 2.63 3.12 0.00
201312 2.80 2.81 0.00
201401 -3.21 -3.26 0.00
201402 4.59 4.65 0.00
201403 0.66 0.41 0.00
201404 0.63 -0.14 0.00
201405 2.34 2.06 0.00
201406 2.18 2.59 0.00
201407 -1.52 -2.05 0.00
201408 4.01 4.23 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.