Regression from Jun 2007 - Aug 2014

Rm-Rf Alpha R2
1.33 0.53% 0.886
Standard error 0.0519 0.0026
t-statistics 25.67 0.17

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 Rf
200706 -1.29 -1.96 0.40
200707 -6.02 -3.74 0.40
200708 1.11 0.92 0.42
200709 1.38 3.23 0.32
200710 2.45 1.80 0.32
200711 -7.03 -4.82 0.34
200712 -0.43 -0.86 0.27
200801 -6.02 -6.35 0.21
200802 -2.44 -3.09 0.13
200803 -0.31 -0.94 0.17
200804 3.92 4.60 0.18
200805 4.22 1.86 0.18
200806 -9.55 -8.44 0.17
200807 1.92 -0.77 0.15
200808 3.61 1.53 0.13
200809 -8.33 -9.24 0.15
200810 -23.64 -17.23 0.08
200811 -12.34 -7.86 0.03
200812 5.43 1.66 0.09
200901 -11.71 -8.12 0.00
200902 -11.67 -10.09 0.01
200903 8.71 8.95 0.02
200904 27.07 10.19 0.01
200905 5.43 5.21 0.00
200906 1.03 0.43 0.01
200907 12.65 7.72 0.01
200908 6.52 3.32 0.01
200909 8.33 4.08 0.01
200910 -8.16 -2.59 0.00
200911 2.39 5.56 0.00
200912 8.85 2.75 0.01
201001 -2.91 -3.36 0.00
201002 5.85 3.40 0.00
201003 8.36 6.32 0.01
201004 7.44 2.00 0.00
201005 -8.33 -7.89 0.01
201006 -8.95 -5.56 0.01
201007 7.37 6.92 0.01
201008 -7.30 -4.77 0.01
201009 12.19 9.54 0.01
201010 3.85 3.88 0.01
201011 3.71 0.60 0.01
201012 8.17 6.82 0.01
201101 0.00 2.01 0.01
201102 5.90 3.49 0.01
201103 1.34 0.48 0.01
201104 2.20 2.90 0.00
201105 -1.94 -1.27 0.00
201106 -1.87 -1.75 0.00
201107 -3.47 -2.34 0.00
201108 -9.39 -6.00 0.01
201109 -11.51 -7.60 0.00
201110 15.17 11.34 0.00
201111 -0.50 -0.26 0.00
201112 0.00 0.74 0.00
201201 7.57 5.06 0.00
201202 3.17 4.43 0.00
201203 2.39 3.11 0.00
201204 -1.89 -0.84 0.00
201205 -7.13 -6.20 0.01
201206 1.34 3.88 0.00
201207 1.32 0.79 0.00
201208 4.03 2.56 0.01
201209 3.19 2.74 0.01
201210 -2.10 -1.75 0.01
201211 1.92 0.77 0.01
201212 3.10 1.18 0.01
201301 6.66 5.58 0.00
201302 1.01 1.28 0.00
201303 4.49 4.03 0.00
201304 0.19 1.56 0.00
201305 3.81 2.81 0.00
201306 -1.19 -1.21 0.00
201307 6.69 5.65 0.00
201308 -3.92 -2.69 0.00
201309 6.07 3.76 0.00
201310 4.01 4.17 0.00
201311 3.37 3.12 0.00
201312 2.62 2.81 0.00
201401 -3.25 -3.26 0.00
201402 5.12 4.65 0.00
201403 0.76 0.41 0.00
201404 -1.66 -0.14 0.00
201405 1.31 2.06 0.00
201406 3.94 2.59 0.00
201407 -4.89 -2.05 0.00
201408 4.68 4.23 0.00

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