Regression from Dec 2000 - Oct 2013

Rm-Rf Alpha R2
1.07 5.74% 0.782
Standard error 0.0456 0.0021
t-statistics 23.42 2.27

Fund Profile

Symbol SLYV
Issuer SPDR
Type ETF
Region USA
Style Small Value

Rolling Charts:


Fund Returns from Dec 2000 - Oct 2013

Month RaR Rm-Rf Rf
200012 11.44 1.19 0.50
200101 2.30 3.12 0.54
200102 0.25 -10.08 0.39
200103 -3.42 -7.27 0.44
200104 6.38 7.95 0.39
200105 3.22 0.73 0.32
200106 1.78 -1.93 0.28
200107 0.89 -2.13 0.30
200108 -0.26 -6.46 0.31
200109 -9.51 -9.26 0.28
200110 1.45 2.47 0.22
200111 6.86 7.54 0.17
200112 0.84 1.60 0.15
200201 1.19 -1.44 0.14
200202 2.62 -2.29 0.13
200203 7.02 4.24 0.13
200204 2.15 -5.20 0.15
200205 -1.55 -1.38 0.14
200206 -3.88 -7.21 0.13
200207 -9.50 -8.18 0.15
200208 3.85 0.50 0.14
200209 -7.49 -10.35 0.14
200210 0.11 7.83 0.14
200211 5.25 5.96 0.12
200212 -1.55 -5.76 0.11
200301 -3.28 -2.57 0.10
200302 -2.76 -1.89 0.09
200303 0.25 1.09 0.10
200304 10.49 8.22 0.10
200305 9.23 6.05 0.09
200306 1.41 1.42 0.10
200307 4.21 2.34 0.07
200308 2.62 2.34 0.07
200309 -1.41 -1.23 0.08
200310 7.73 6.08 0.07
200311 4.41 1.35 0.07
200312 4.50 4.30 0.08
200401 2.89 2.15 0.07
200402 3.14 1.40 0.06
200403 0.70 -1.33 0.09
200404 -6.83 -1.83 0.08
200405 2.16 1.18 0.06
200406 3.72 1.86 0.08
200407 -5.08 -4.07 0.10
200408 0.76 0.08 0.11
200409 3.98 1.61 0.11
200410 1.80 1.43 0.11
200411 7.64 4.54 0.15
200412 2.83 3.43 0.16
200501 -5.30 -2.75 0.16
200502 1.86 1.89 0.16
200503 -1.74 -1.96 0.21
200504 -5.47 -2.61 0.21
200505 6.64 3.65 0.24
200506 3.52 0.56 0.23
200507 6.14 3.92 0.24
200508 -1.89 -1.22 0.30
200509 1.12 0.48 0.29
200510 -2.45 -2.00 0.27
200511 4.02 3.62 0.31
200512 -0.21 -0.25 0.32
200601 7.33 3.04 0.35
200602 0.02 -0.30 0.34
200603 3.77 1.46 0.37
200604 0.38 0.72 0.36
200605 -3.50 -3.57 0.43
200606 0.76 -0.35 0.40
200607 -1.48 -0.78 0.40
200608 2.56 2.03 0.42
200609 0.19 1.84 0.41
200610 4.64 3.23 0.41
200611 3.55 1.71 0.42
200612 -0.16 0.87 0.40
200701 2.34 1.41 0.44
200702 -0.46 -1.95 0.38
200703 1.33 0.68 0.43
200704 1.98 3.49 0.44
200705 4.01 3.24 0.41
200706 -2.18 -1.96 0.40
200707 -7.10 -3.74 0.40
200708 1.49 0.92 0.42
200709 1.16 3.23 0.32
200710 1.07 1.80 0.32
200711 -6.26 -4.82 0.34
200712 -0.98 -0.86 0.27
200801 -3.85 -6.35 0.21
200802 -2.80 -3.09 0.13
200803 -0.67 -0.94 0.17
200804 4.02 4.60 0.18
200805 3.24 1.86 0.18
200806 -10.81 -8.44 0.17
200807 2.89 -0.77 0.15
200808 3.71 1.53 0.13
200809 -6.64 -9.24 0.15
200810 -20.21 -17.23 0.08
200811 -12.68 -7.86 0.03
200812 6.05 1.66 0.09
200901 -11.05 -8.12 0.00
200902 -12.79 -10.09 0.01
200903 9.14 8.95 0.02
200904 19.81 10.19 0.01
200905 3.62 5.21 0.00
200906 -0.37 0.43 0.01
200907 12.48 7.72 0.01
200908 6.28 3.32 0.01
200909 5.01 4.08 0.01
200910 -5.84 -2.59 0.00
200911 3.59 5.56 0.00
200912 6.85 2.75 0.01
201001 -1.95 -3.36 0.00
201002 4.65 3.40 0.00
201003 7.38 6.32 0.01
201004 6.57 2.00 0.00
201005 -7.89 -7.89 0.01
201006 -8.44 -5.56 0.01
201007 7.84 6.92 0.01
201008 -7.57 -4.77 0.01
201009 10.75 9.54 0.01
201010 3.09 3.88 0.01
201011 2.41 0.60 0.01
201012 7.54 6.82 0.01
201101 -0.32 2.01 0.01
201102 3.99 3.49 0.01
201103 2.36 0.48 0.01
201104 1.48 2.90 0.00
201105 -2.30 -1.27 0.00
201106 -1.39 -1.75 0.00
201107 -2.77 -2.34 0.00
201108 -8.31 -6.00 0.01
201109 -10.31 -7.60 0.00
201110 15.63 11.34 0.00
201111 0.36 -0.26 0.00
201112 2.10 0.74 0.00
201201 8.01 5.06 0.00
201202 1.75 4.43 0.00
201203 2.98 3.11 0.00
201204 -1.86 -0.84 0.00
201205 -7.86 -6.20 0.01
201206 4.91 3.88 0.00
201207 -0.29 0.79 0.00
201208 3.72 2.56 0.01
201209 3.43 2.74 0.01
201210 -2.36 -1.75 0.01
201211 1.60 0.77 0.01
201212 3.02 1.18 0.01
201301 6.13 5.58 0.00
201302 1.47 1.28 0.00
201303 4.01 4.03 0.00
201304 0.16 1.56 0.00
201305 4.27 2.81 0.00
201306 -0.82 -1.21 0.00
201307 7.43 5.65 0.00
201308 -3.38 -2.69 0.00
201309 6.69 3.76 0.00
201310 -2.42 4.17 0.00

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