Regression from Jan 2006 - Feb 2014

Rm-Rf Alpha R2
0.83 0.54% 0.714
Standard error 0.0539 0.0025
t-statistics 15.49 0.18

Fund Profile

Symbol SDY
Issuer SPDR
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Jan 2006 - Feb 2014

Month RaR Rm-Rf Rf
200601 2.24 3.04 0.35
200602 0.67 -0.30 0.34
200603 0.60 1.46 0.37
200604 1.97 0.72 0.36
200605 -1.75 -3.57 0.43
200606 0.66 -0.35 0.40
200607 2.67 -0.78 0.40
200608 2.23 2.03 0.42
200609 1.33 1.84 0.41
200610 3.06 3.23 0.41
200611 0.80 1.71 0.42
200612 2.05 0.87 0.40
200701 0.79 1.41 0.44
200702 0.31 -1.95 0.38
200703 0.21 0.68 0.43
200704 2.91 3.49 0.44
200705 2.19 3.24 0.41
200706 -3.87 -1.96 0.40
200707 -5.02 -3.74 0.40
200708 2.82 0.92 0.42
200709 -0.56 3.23 0.32
200710 -0.84 1.80 0.32
200711 -2.97 -4.82 0.34
200712 -2.49 -0.86 0.27
200801 0.13 -6.35 0.21
200802 -6.67 -3.09 0.13
200803 1.10 -0.94 0.17
200804 2.82 4.60 0.18
200805 0.00 1.86 0.18
200806 -15.02 -8.44 0.17
200807 5.40 -0.77 0.15
200808 3.68 1.53 0.13
200809 3.93 -9.24 0.15
200810 -11.53 -17.23 0.08
200811 -6.43 -7.86 0.03
200812 -2.05 1.66 0.09
200901 -13.36 -8.12 0.00
200902 -13.34 -10.09 0.01
200903 12.14 8.95 0.02
200904 13.63 10.19 0.01
200905 0.62 5.21 0.00
200906 -0.31 0.43 0.01
200907 9.71 7.72 0.01
200908 3.78 3.32 0.01
200909 3.00 4.08 0.01
200910 -1.34 -2.59 0.00
200911 4.70 5.56 0.00
200912 2.51 2.75 0.01
201001 -2.43 -3.36 0.00
201002 4.03 3.40 0.00
201003 5.05 6.32 0.01
201004 2.09 2.00 0.00
201005 -6.80 -7.89 0.01
201006 -2.95 -5.56 0.01
201007 7.41 6.92 0.01
201008 -4.26 -4.77 0.01
201009 9.07 9.54 0.01
201010 1.77 3.88 0.01
201011 -0.81 0.60 0.01
201012 3.62 6.82 0.01
201101 0.36 2.01 0.01
201102 3.50 3.49 0.01
201103 1.01 0.48 0.01
201104 2.41 2.90 0.00
201105 -0.16 -1.27 0.00
201106 -1.58 -1.75 0.00
201107 -3.49 -2.34 0.00
201108 -0.67 -6.00 0.01
201109 -5.50 -7.60 0.00
201110 9.38 11.34 0.00
201111 1.29 -0.26 0.00
201112 1.11 0.74 0.00
201201 1.78 5.06 0.00
201202 1.96 4.43 0.00
201203 2.02 3.11 0.00
201204 0.04 -0.84 0.00
201205 -3.70 -6.20 0.01
201206 2.82 3.88 0.00
201207 1.49 0.79 0.00
201208 1.22 2.56 0.01
201209 2.47 2.74 0.01
201210 -0.27 -1.75 0.01
201211 0.85 0.77 0.01
201212 0.50 1.18 0.01
201301 6.43 5.58 0.00
201302 2.19 1.28 0.00
201303 4.89 4.03 0.00
201304 1.92 1.56 0.00
201305 0.37 2.81 0.00
201306 -1.15 -1.21 0.00
201307 5.78 5.65 0.00
201308 -4.60 -2.69 0.00
201309 3.63 3.76 0.00
201310 4.93 4.17 0.00
201311 0.96 3.12 0.00
201312 1.79 2.81 0.00
201401 -3.00 -3.26 0.00
201402 1.63 4.65 0.00

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