Regression from Feb 2006 - Aug 2014

Rm-Rf Alpha R2
0.92 -2.91% 0.769
Standard error 0.0504 0.0023
t-statistics 18.33 -1.04

Fund Profile

Symbol SPHQ
Issuer PowerShares
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Feb 2006 - Aug 2014

Month RaR Rm-Rf Rf
200602 -3.45 -0.30 0.34
200603 4.05 1.46 0.37
200604 2.46 0.72 0.36
200605 -7.34 -3.57 0.43
200606 -0.61 -0.35 0.40
200607 -5.91 -0.78 0.40
200608 -2.41 2.03 0.42
200609 2.92 1.84 0.41
200610 4.72 3.23 0.41
200611 -0.62 1.71 0.42
200612 3.14 0.87 0.40
200701 4.06 1.41 0.44
200702 -0.98 -1.95 0.38
200703 1.77 0.68 0.43
200704 4.97 3.49 0.44
200705 1.35 3.24 0.41
200706 -1.40 -1.96 0.40
200707 -3.82 -3.74 0.40
200708 0.96 0.92 0.42
200709 7.54 3.23 0.32
200710 4.83 1.80 0.32
200711 -6.13 -4.82 0.34
200712 3.29 -0.86 0.27
200801 -14.38 -6.35 0.21
200802 -0.95 -3.09 0.13
200803 -1.16 -0.94 0.17
200804 7.05 4.60 0.18
200805 2.97 1.86 0.18
200806 -1.63 -8.44 0.17
200807 -3.00 -0.77 0.15
200808 -1.64 1.53 0.13
200809 -15.51 -9.24 0.15
200810 -17.88 -17.23 0.08
200811 -11.75 -7.86 0.03
200812 1.09 1.66 0.09
200901 -2.27 -8.12 0.00
200902 -9.28 -10.09 0.01
200903 3.41 8.95 0.02
200904 4.83 10.19 0.01
200905 0.00 5.21 0.00
200906 1.12 0.43 0.01
200907 6.33 7.72 0.01
200908 -0.52 3.32 0.01
200909 3.57 4.08 0.01
200910 -3.96 -2.59 0.00
200911 4.12 5.56 0.00
200912 5.68 2.75 0.01
201001 -5.18 -3.36 0.00
201002 2.83 3.40 0.00
201003 8.17 6.32 0.01
201004 3.18 2.00 0.00
201005 -3.97 -7.89 0.01
201006 -5.97 -5.56 0.01
201007 6.64 6.92 0.01
201008 -3.94 -4.77 0.01
201009 9.34 9.54 0.01
201010 3.31 3.88 0.01
201011 0.76 0.60 0.01
201012 5.19 6.82 0.01
201101 0.48 2.01 0.01
201102 3.65 3.49 0.01
201103 0.69 0.48 0.01
201104 3.80 2.90 0.00
201105 -0.07 -1.27 0.00
201106 -0.51 -1.75 0.00
201107 -3.31 -2.34 0.00
201108 -4.19 -6.00 0.01
201109 -5.48 -7.60 0.00
201110 10.25 11.34 0.00
201111 0.76 -0.26 0.00
201112 0.98 0.74 0.00
201201 3.97 5.06 0.00
201202 2.59 4.43 0.00
201203 3.09 3.11 0.00
201204 -0.27 -0.84 0.00
201205 -3.83 -6.20 0.01
201206 2.06 3.88 0.00
201207 1.67 0.79 0.00
201208 1.78 2.56 0.01
201209 1.61 2.74 0.01
201210 -0.73 -1.75 0.01
201211 1.27 0.77 0.01
201212 0.46 1.18 0.01
201301 5.31 5.58 0.00
201302 1.43 1.28 0.00
201303 4.66 4.03 0.00
201304 2.40 1.56 0.00
201305 1.72 2.81 0.00
201306 -1.24 -1.21 0.00
201307 5.70 5.65 0.00
201308 -3.34 -2.69 0.00
201309 3.23 3.76 0.00
201310 4.54 4.17 0.00
201311 2.58 3.12 0.00
201312 2.02 2.81 0.00
201401 -4.05 -3.26 0.00
201402 4.73 4.65 0.00
201403 1.33 0.41 0.00
201404 0.92 -0.14 0.00
201405 1.92 2.06 0.00
201406 1.13 2.59 0.00
201407 -2.94 -2.05 0.00
201408 4.27 4.23 0.00

Other Funds


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