Regression from Dec 2000 - Oct 2013

Rm-Rf Alpha R2
1.33 0.94% 0.862
Standard error 0.0428 0.0020
t-statistics 30.97 0.40

Fund Profile

Symbol SLYG
Issuer SPDR
Type ETF
Region USA
Style Small Growth

Rolling Charts:


Fund Returns from Dec 2000 - Oct 2013

Month RaR Rm-Rf Rf
200012 4.84 1.19 0.50
200101 7.63 3.12 0.54
200102 -12.78 -10.08 0.39
200103 -13.77 -7.27 0.44
200104 15.30 7.95 0.39
200105 3.85 0.73 0.32
200106 -0.30 -1.93 0.28
200107 -6.70 -2.13 0.30
200108 -6.76 -6.46 0.31
200109 -18.29 -9.26 0.28
200110 10.33 2.47 0.22
200111 11.65 7.54 0.17
200112 7.90 1.60 0.15
200201 -4.72 -1.44 0.14
200202 -9.25 -2.29 0.13
200203 8.20 4.24 0.13
200204 -6.17 -5.20 0.15
200205 -7.03 -1.38 0.14
200206 -10.13 -7.21 0.13
200207 -14.50 -8.18 0.15
200208 -1.10 0.50 0.14
200209 -8.77 -10.35 0.14
200210 5.91 7.83 0.14
200211 12.53 5.96 0.12
200212 -9.14 -5.76 0.11
200301 -3.12 -2.57 0.10
200302 -1.35 -1.89 0.09
200303 1.67 1.09 0.10
200304 8.96 8.22 0.10
200305 10.39 6.05 0.09
200306 1.59 1.42 0.10
200307 7.09 2.34 0.07
200308 5.08 2.34 0.07
200309 -2.11 -1.23 0.08
200310 9.35 6.08 0.07
200311 2.80 1.35 0.07
200312 0.52 4.30 0.08
200401 3.10 2.15 0.07
200402 1.28 1.40 0.06
200403 0.48 -1.33 0.09
200404 -3.91 -1.83 0.08
200405 1.98 1.18 0.06
200406 2.51 1.86 0.08
200407 -5.54 -4.07 0.10
200408 -1.91 0.08 0.11
200409 3.85 1.61 0.11
200410 2.21 1.43 0.11
200411 6.35 4.54 0.15
200412 4.17 3.43 0.16
200501 -2.81 -2.75 0.16
200502 2.40 1.89 0.16
200503 -2.36 -1.96 0.21
200504 -4.92 -2.61 0.21
200505 6.46 3.65 0.24
200506 2.83 0.56 0.23
200507 5.36 3.92 0.24
200508 -1.49 -1.22 0.30
200509 0.86 0.48 0.29
200510 -3.08 -2.00 0.27
200511 5.50 3.62 0.31
200512 0.45 -0.25 0.32
200601 8.00 3.04 0.35
200602 -0.24 -0.30 0.34
200603 5.42 1.46 0.37
200604 0.23 0.72 0.36
200605 -6.80 -3.57 0.43
200606 -0.32 -0.35 0.40
200607 -4.03 -0.78 0.40
200608 2.28 2.03 0.42
200609 0.65 1.84 0.41
200610 5.92 3.23 0.41
200611 3.23 1.71 0.42
200612 -0.79 0.87 0.40
200701 3.09 1.41 0.44
200702 -0.20 -1.95 0.38
200703 1.36 0.68 0.43
200704 3.25 3.49 0.44
200705 4.84 3.24 0.41
200706 -0.61 -1.96 0.40
200707 -4.98 -3.74 0.40
200708 1.43 0.92 0.42
200709 3.21 3.23 0.32
200710 3.22 1.80 0.32
200711 -6.72 -4.82 0.34
200712 0.23 -0.86 0.27
200801 -8.45 -6.35 0.21
200802 -2.07 -3.09 0.13
200803 -1.77 -0.94 0.17
200804 5.45 4.60 0.18
200805 5.63 1.86 0.18
200806 -5.54 -8.44 0.17
200807 -0.46 -0.77 0.15
200808 2.35 1.53 0.13
200809 -12.84 -9.24 0.15
200810 -24.38 -17.23 0.08
200811 -11.16 -7.86 0.03
200812 6.11 1.66 0.09
200901 -6.98 -8.12 0.00
200902 -9.87 -10.09 0.01
200903 9.08 8.95 0.02
200904 19.41 10.19 0.01
200905 4.72 5.21 0.00
200906 2.93 0.43 0.01
200907 9.01 7.72 0.01
200908 2.42 3.32 0.01
200909 7.26 4.08 0.01
200910 -7.13 -2.59 0.00
200911 2.71 5.56 0.00
200912 9.42 2.75 0.01
201001 -3.96 -3.36 0.00
201002 5.25 3.40 0.00
201003 7.75 6.32 0.01
201004 5.36 2.00 0.00
201005 -7.65 -7.89 0.01
201006 -7.00 -5.56 0.01
201007 6.73 6.92 0.01
201008 -6.75 -4.77 0.01
201009 13.65 9.54 0.01
201010 5.03 3.88 0.01
201011 4.29 0.60 0.01
201012 6.59 6.82 0.01
201101 0.31 2.01 0.01
201102 4.18 3.49 0.01
201103 4.21 0.48 0.01
201104 4.60 2.90 0.00
201105 -0.61 -1.27 0.00
201106 -1.75 -1.75 0.00
201107 -3.58 -2.34 0.00
201108 -7.72 -6.00 0.01
201109 -9.40 -7.60 0.00
201110 14.85 11.34 0.00
201111 -1.21 -0.26 0.00
201112 1.97 0.74 0.00
201201 4.78 5.06 0.00
201202 3.15 4.43 0.00
201203 2.76 3.11 0.00
201204 -0.79 -0.84 0.00
201205 -5.79 -6.20 0.01
201206 4.58 3.88 0.00
201207 -1.02 0.79 0.00
201208 3.43 2.56 0.01
201209 1.80 2.74 0.01
201210 -2.67 -1.75 0.01
201211 0.72 0.77 0.01
201212 2.92 1.18 0.01
201301 6.17 5.58 0.00
201302 1.46 1.28 0.00
201303 3.88 4.03 0.00
201304 -0.59 1.56 0.00
201305 4.64 2.81 0.00
201306 -0.44 -1.21 0.00
201307 7.15 5.65 0.00
201308 -1.52 -2.69 0.00
201309 5.92 3.76 0.00
201310 -2.22 4.17 0.00

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