Regression from Jul 2011 - Aug 2014

Rm-Rf Alpha R2
0.49 6.44% 0.459
Standard error 0.0885 0.0034
t-statistics 5.53 1.56

Fund Profile

Symbol SPLV
Issuer PowerShares
Type ETF
Region USA
Style Large Value

Rolling Charts:


Fund Returns from Jul 2011 - Aug 2014

Month RaR Rm-Rf Rf
201107 -2.33 -2.34 0.00
201108 0.04 -6.00 0.01
201109 -2.11 -7.60 0.00
201110 5.92 11.34 0.00
201111 1.04 -0.26 0.00
201112 3.13 0.74 0.00
201201 -0.54 5.06 0.00
201202 1.80 4.43 0.00
201203 2.87 3.11 0.00
201204 1.08 -0.84 0.00
201205 -1.54 -6.20 0.01
201206 4.17 3.88 0.00
201207 2.04 0.79 0.00
201208 -0.87 2.56 0.01
201209 1.67 2.74 0.01
201210 0.04 -1.75 0.01
201211 -0.22 0.77 0.01
201212 -0.67 1.18 0.01
201301 4.83 5.58 0.00
201302 2.84 1.28 0.00
201303 4.90 4.03 0.00
201304 3.77 1.56 0.00
201305 -3.63 2.81 0.00
201306 0.80 -1.21 0.00
201307 4.17 5.65 0.00
201308 -5.02 -2.69 0.00
201309 2.04 3.76 0.00
201310 4.62 4.17 0.00
201311 1.13 3.12 0.00
201312 1.12 2.81 0.00
201401 -2.58 -3.26 0.00
201402 3.81 4.65 0.00
201403 2.12 0.41 0.00
201404 1.84 -0.14 0.00
201405 1.08 2.06 0.00
201406 2.22 2.59 0.00
201407 -4.01 -2.05 0.00
201408 3.85 4.23 0.00

Other Funds


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