Regression from Jun 2007 - Aug 2014

Rm-Rf SMB HML Alpha R2
1.10 0.82 0.35 0.99% 0.959
Standard error 0.0372 0.0768 0.0662 0.0016
t-statistics 29.42 10.66 5.21 0.53

Fund Profile

Symbol SFSNX
Issuer Charles Schwab
Type Mutual Fund
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Jun 2007 - Aug 2014

Month RaR Rm-Rf SMB HML Rf
200706 -1.29 -1.96 0.76 -1.06 0.40
200707 -6.02 -3.74 -2.67 -2.99 0.40
200708 1.11 0.92 -0.14 -2.36 0.42
200709 1.38 3.23 -2.46 -2.13 0.32
200710 2.45 1.80 0.21 -1.97 0.32
200711 -7.03 -4.82 -2.77 -1.09 0.34
200712 -0.43 -0.86 0.05 -0.03 0.27
200801 -6.02 -6.35 -0.77 3.05 0.21
200802 -2.44 -3.09 -0.55 -0.03 0.13
200803 -0.31 -0.94 0.83 0.28 0.17
200804 3.92 4.60 -1.49 -0.03 0.18
200805 4.22 1.86 2.98 -0.34 0.18
200806 -9.55 -8.44 1.07 -1.02 0.17
200807 1.92 -0.77 3.58 3.69 0.15
200808 3.61 1.53 3.75 1.48 0.13
200809 -8.33 -9.24 -0.34 4.40 0.15
200810 -23.64 -17.23 -2.28 -2.99 0.08
200811 -12.34 -7.86 -3.63 -4.94 0.03
200812 5.43 1.66 3.97 -1.20 0.09
200901 -11.71 -8.12 -0.98 -9.86 0.00
200902 -11.67 -10.09 -0.35 -6.90 0.01
200903 8.71 8.95 0.73 2.60 0.02
200904 27.07 10.19 5.40 5.42 0.01
200905 5.43 5.21 -2.66 0.56 0.00
200906 1.03 0.43 2.67 -2.44 0.01
200907 12.65 7.72 2.50 4.73 0.01
200908 6.52 3.32 -0.51 7.59 0.01
200909 8.33 4.08 2.47 1.40 0.01
200910 -8.16 -2.59 -4.22 -4.37 0.00
200911 2.39 5.56 -2.65 0.17 0.00
200912 8.85 2.75 5.79 0.73 0.01
201001 -2.91 -3.36 0.19 0.61 0.00
201002 5.85 3.40 1.44 2.74 0.00
201003 8.36 6.32 1.58 2.03 0.01
201004 7.44 2.00 4.94 3.15 0.00
201005 -8.33 -7.89 -0.08 -2.33 0.01
201006 -8.95 -5.56 -2.13 -4.26 0.01
201007 7.37 6.92 0.17 0.22 0.01
201008 -7.30 -4.77 -2.94 -1.64 0.01
201009 12.19 9.54 3.84 -3.02 0.01
201010 3.85 3.88 1.04 -2.30 0.01
201011 3.71 0.60 3.66 -0.54 0.01
201012 8.17 6.82 0.78 3.58 0.01
201101 0.00 2.01 -2.46 0.86 0.01
201102 5.90 3.49 1.63 1.67 0.01
201103 1.34 0.48 2.62 -1.22 0.01
201104 2.20 2.90 -0.32 -2.25 0.00
201105 -1.94 -1.27 -0.65 -2.21 0.00
201106 -1.87 -1.75 -0.08 -0.42 0.00
201107 -3.47 -2.34 -1.40 -1.20 0.00
201108 -9.39 -6.00 -3.30 -1.56 0.01
201109 -11.51 -7.60 -3.68 -1.06 0.00
201110 15.17 11.34 3.58 -0.90 0.00
201111 -0.50 -0.26 -0.26 -0.17 0.00
201112 0.00 0.74 -0.57 1.53 0.00
201201 7.57 5.06 2.52 -2.13 0.00
201202 3.17 4.43 -1.65 0.04 0.00
201203 2.39 3.11 -0.23 -0.07 0.00
201204 -1.89 -0.84 -0.61 -0.20 0.00
201205 -7.13 -6.20 -0.10 0.10 0.01
201206 1.34 3.88 0.82 0.46 0.00
201207 1.32 0.79 -2.59 0.02 0.00
201208 4.03 2.56 0.72 0.59 0.01
201209 3.19 2.74 0.49 1.57 0.01
201210 -2.10 -1.75 -1.07 4.17 0.01
201211 1.92 0.77 0.67 -1.10 0.01
201212 3.10 1.18 1.66 3.28 0.01
201301 6.66 5.58 0.49 1.35 0.00
201302 1.01 1.28 -0.38 0.31 0.00
201303 4.49 4.03 0.84 -0.06 0.00
201304 0.19 1.56 -2.43 0.36 0.00
201305 3.81 2.81 1.93 1.31 0.00
201306 -1.19 -1.21 1.23 -0.45 0.00
201307 6.69 5.65 1.85 0.79 0.00
201308 -3.92 -2.69 0.28 -2.46 0.00
201309 6.07 3.76 2.85 -1.51 0.00
201310 4.01 4.17 -1.52 1.39 0.00
201311 3.37 3.12 1.32 -0.38 0.00
201312 2.62 2.81 -0.44 -0.17 0.00
201401 -3.25 -3.26 0.85 -1.83 0.00
201402 5.12 4.65 0.27 -0.48 0.00
201403 0.76 0.41 -1.81 4.72 0.00
201404 -1.66 -0.14 -4.23 1.57 0.00
201405 1.31 2.06 -1.88 -0.40 0.00
201406 3.94 2.59 2.98 -0.63 0.00
201407 -4.89 -2.05 -4.28 0.03 0.00
201408 4.68 4.23 0.49 -0.75 0.00

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