Regression from Jun 2007 - Aug 2014

Rm-Rf Alpha R2
1.10 0.15% 0.939
Standard error 0.0303 0.0015
t-statistics 36.19 0.08

Fund Profile

Symbol SFLNX
Issuer Charles Schwab
Type Mutual Fund
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Jun 2007 - Aug 2014

Month RaR Rm-Rf Rf
200706 -1.47 -1.96 0.40
200707 -3.95 -3.74 0.40
200708 0.67 0.92 0.42
200709 3.20 3.23 0.32
200710 1.39 1.80 0.32
200711 -4.44 -4.82 0.34
200712 -1.22 -0.86 0.27
200801 -5.03 -6.35 0.21
200802 -3.42 -3.09 0.13
200803 -1.95 -0.94 0.17
200804 4.73 4.60 0.18
200805 0.12 1.86 0.18
200806 -10.79 -8.44 0.17
200807 0.27 -0.77 0.15
200808 1.86 1.53 0.13
200809 -8.20 -9.24 0.15
200810 -18.44 -17.23 0.08
200811 -8.17 -7.86 0.03
200812 1.52 1.66 0.09
200901 -10.45 -8.12 0.00
200902 -11.67 -10.09 0.01
200903 9.20 8.95 0.02
200904 18.36 10.19 0.01
200905 8.03 5.21 0.00
200906 -0.34 0.43 0.01
200907 10.68 7.72 0.01
200908 9.49 3.32 0.01
200909 4.20 4.08 0.01
200910 -5.64 -2.59 0.00
200911 5.83 5.56 0.00
200912 2.42 2.75 0.01
201001 -2.76 -3.36 0.00
201002 4.18 3.40 0.00
201003 7.38 6.32 0.01
201004 2.65 2.00 0.00
201005 -8.23 -7.89 0.01
201006 -5.89 -5.56 0.01
201007 7.35 6.92 0.01
201008 -4.94 -4.77 0.01
201009 8.80 9.54 0.01
201010 3.31 3.88 0.01
201011 0.24 0.60 0.01
201012 7.93 6.82 0.01
201101 2.30 2.01 0.01
201102 3.64 3.49 0.01
201103 0.10 0.48 0.01
201104 2.69 2.90 0.00
201105 -1.21 -1.27 0.00
201106 -1.93 -1.75 0.00
201107 -3.22 -2.34 0.00
201108 -6.01 -6.00 0.01
201109 -7.42 -7.60 0.00
201110 10.97 11.34 0.00
201111 -0.33 -0.26 0.00
201112 1.45 0.74 0.00
201201 4.07 5.06 0.00
201202 4.01 4.43 0.00
201203 2.84 3.11 0.00
201204 -1.38 -0.84 0.00
201205 -6.21 -6.20 0.01
201206 2.03 3.88 0.00
201207 3.24 0.79 0.00
201208 2.23 2.56 0.01
201209 3.17 2.74 0.01
201210 -0.38 -1.75 0.01
201211 0.39 0.77 0.01
201212 1.63 1.18 0.01
201301 6.14 5.58 0.00
201302 1.69 1.28 0.00
201303 4.47 4.03 0.00
201304 1.51 1.56 0.00
201305 2.64 2.81 0.00
201306 -1.29 -1.21 0.00
201307 5.30 5.65 0.00
201308 -3.25 -2.69 0.00
201309 2.72 3.76 0.00
201310 4.67 4.17 0.00
201311 3.13 3.12 0.00
201312 2.45 2.81 0.00
201401 -4.01 -3.26 0.00
201402 4.33 4.65 0.00
201403 1.90 0.41 0.00
201404 1.04 -0.14 0.00
201405 1.84 2.06 0.00
201406 1.95 2.59 0.00
201407 -1.32 -2.05 0.00
201408 3.67 4.23 0.00

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