Regression from Mar 1993 - Sep 2014

Rm-Rf Alpha R2
0.95 -0.03% 0.966
Standard error 0.0111 0.0005
t-statistics 85.62 -0.05

Fund Profile

Symbol SPY
Issuer SPDR
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Mar 1993 - Sep 2014

Month RaR Rm-Rf Rf
199303 2.52 2.31 0.25
199304 -2.56 -3.05 0.24
199305 2.69 2.88 0.22
199306 0.26 0.31 0.25
199307 -0.48 -0.34 0.24
199308 3.83 3.72 0.25
199309 -0.72 -0.12 0.26
199310 1.95 1.41 0.22
199311 -1.05 -1.89 0.25
199312 1.15 1.64 0.23
199401 3.49 2.87 0.25
199402 -2.92 -2.55 0.21
199403 -4.18 -4.78 0.27
199404 1.12 0.68 0.27
199405 1.62 0.57 0.32
199406 -2.31 -3.03 0.31
199407 3.22 2.81 0.28
199408 3.80 4.01 0.37
199409 -1.91 -2.31 0.37
199410 2.86 1.34 0.38
199411 -3.99 -4.04 0.37
199412 0.58 0.87 0.44
199501 3.36 1.79 0.42
199502 4.08 3.62 0.40
199503 2.87 2.19 0.46
199504 2.96 2.12 0.44
199505 3.97 2.90 0.54
199506 2.01 2.72 0.47
199507 3.21 3.72 0.45
199508 0.44 0.55 0.47
199509 4.22 3.35 0.43
199510 -0.28 -1.52 0.47
199511 4.46 3.95 0.42
199512 1.44 1.03 0.49
199601 3.57 2.26 0.43
199602 0.32 1.33 0.39
199603 1.77 0.73 0.39
199604 1.09 2.06 0.46
199605 2.26 2.37 0.42
199606 0.85 -1.14 0.40
199607 -4.50 -5.97 0.45
199608 1.94 2.77 0.41
199609 5.04 5.01 0.44
199610 3.24 0.87 0.42
199611 7.31 6.25 0.41
199612 -2.45 -1.70 0.46
199701 6.19 4.99 0.45
199702 0.96 -0.49 0.39
199703 -4.38 -5.03 0.43
199704 6.26 4.04 0.43
199705 6.33 6.74 0.49
199706 4.10 4.10 0.37
199707 7.92 7.33 0.43
199708 -5.19 -4.15 0.41
199709 4.82 5.35 0.44
199710 -2.45 -3.79 0.42
199711 3.86 2.99 0.39
199712 1.87 1.32 0.48
199801 1.28 0.14 0.43
199802 6.93 7.03 0.39
199803 4.92 4.77 0.39
199804 1.27 0.73 0.43
199805 -2.07 -3.06 0.40
199806 4.26 3.18 0.41
199807 -1.36 -2.46 0.40
199808 -14.11 -16.08 0.43
199809 6.35 6.15 0.46
199810 8.10 7.13 0.32
199811 5.57 6.09 0.31
199812 6.50 6.15 0.38
199901 3.53 3.50 0.35
199902 -3.21 -4.08 0.35
199903 4.19 3.45 0.43
199904 3.79 4.34 0.37
199905 -2.29 -2.46 0.34
199906 5.49 4.77 0.40
199907 -3.10 -3.47 0.38
199908 -0.52 -1.38 0.39
199909 -2.24 -2.81 0.39
199910 6.41 6.13 0.39
199911 1.66 3.37 0.36
199912 5.71 7.72 0.44
200001 -4.98 -4.73 0.41
200002 -1.52 2.45 0.43
200003 9.70 5.20 0.47
200004 -3.52 -6.40 0.46
200005 -1.57 -4.43 0.50
200006 1.98 4.64 0.40
200007 -1.58 -2.45 0.48
200008 6.53 7.14 0.50
200009 -5.48 -5.44 0.51
200010 -0.47 -2.77 0.56
200011 -7.46 -10.73 0.51
200012 -0.56 1.19 0.50
200101 4.45 3.12 0.54
200102 -9.54 -10.08 0.39
200103 -5.61 -7.27 0.44
200104 8.55 7.95 0.39
200105 -0.56 0.73 0.32
200106 -2.38 -1.93 0.28
200107 -1.02 -2.13 0.30
200108 -5.93 -6.46 0.31
200109 -8.16 -9.26 0.28
200110 1.30 2.47 0.22
200111 7.80 7.54 0.17
200112 0.56 1.60 0.15
200201 -0.97 -1.44 0.14
200202 -1.80 -2.29 0.13
200203 3.33 4.24 0.13
200204 -5.82 -5.20 0.15
200205 -0.60 -1.38 0.14
200206 -7.38 -7.21 0.13
200207 -7.88 -8.18 0.15
200208 0.67 0.50 0.14
200209 -10.48 -10.35 0.14
200210 8.22 7.83 0.14
200211 6.17 5.96 0.12
200212 -5.65 -5.76 0.11
200301 -2.47 -2.57 0.10
200302 -1.34 -1.89 0.09
200303 0.21 1.09 0.10
200304 8.46 8.22 0.10
200305 5.49 6.05 0.09
200306 1.07 1.42 0.10
200307 1.79 2.34 0.07
200308 2.06 2.34 0.07
200309 -1.08 -1.23 0.08
200310 5.35 6.08 0.07
200311 1.09 1.35 0.07
200312 5.04 4.30 0.08
200401 1.98 2.15 0.07
200402 1.36 1.40 0.06
200403 -1.33 -1.33 0.09
200404 -1.89 -1.83 0.08
200405 1.70 1.18 0.06
200406 1.86 1.86 0.08
200407 -3.22 -4.07 0.10
200408 0.24 0.08 0.11
200409 1.01 1.61 0.11
200410 1.29 1.43 0.11
200411 4.45 4.54 0.15
200412 3.02 3.43 0.16
200501 -2.24 -2.75 0.16
200502 2.09 1.89 0.16
200503 -1.83 -1.96 0.21
200504 -1.88 -2.61 0.21
200505 3.22 3.65 0.24
200506 0.15 0.56 0.23
200507 3.83 3.92 0.24
200508 -0.93 -1.22 0.30
200509 0.80 0.48 0.29
200510 -2.36 -2.00 0.27
200511 4.39 3.62 0.31
200512 -0.19 -0.25 0.32
200601 2.40 3.04 0.35
200602 0.57 -0.30 0.34
200603 1.65 1.46 0.37
200604 1.27 0.72 0.36
200605 -3.01 -3.57 0.43
200606 0.26 -0.35 0.40
200607 0.45 -0.78 0.40
200608 2.19 2.03 0.42
200609 2.70 1.84 0.41
200610 3.15 3.23 0.41
200611 2.00 1.71 0.42
200612 1.33 0.87 0.40
200701 1.51 1.41 0.44
200702 -1.97 -1.95 0.38
200703 1.16 0.68 0.43
200704 4.43 3.49 0.44
200705 3.39 3.24 0.41
200706 -1.46 -1.96 0.40
200707 -3.13 -3.74 0.40
200708 1.29 0.92 0.42
200709 3.87 3.23 0.32
200710 1.36 1.80 0.32
200711 -3.87 -4.82 0.34
200712 -1.12 -0.86 0.27
200801 -6.04 -6.35 0.21
200802 -2.58 -3.09 0.13
200803 -0.89 -0.94 0.17
200804 4.76 4.60 0.18
200805 1.51 1.86 0.18
200806 -8.35 -8.44 0.17
200807 -0.90 -0.77 0.15
200808 1.55 1.53 0.13
200809 -9.42 -9.24 0.15
200810 -16.52 -17.23 0.08
200811 -6.96 -7.86 0.03
200812 0.97 1.66 0.09
200901 -8.21 -8.12 0.00
200902 -10.74 -10.09 0.01
200903 8.34 8.95 0.02
200904 9.93 10.19 0.01
200905 5.84 5.21 0.00
200906 -0.06 0.43 0.01
200907 7.45 7.72 0.01
200908 3.70 3.32 0.01
200909 3.54 4.08 0.01
200910 -1.92 -2.59 0.00
200911 6.17 5.56 0.00
200912 1.91 2.75 0.01
201001 -3.63 -3.36 0.00
201002 3.12 3.40 0.00
201003 6.09 6.32 0.01
201004 1.54 2.00 0.00
201005 -7.94 -7.89 0.01
201006 -5.17 -5.56 0.01
201007 6.83 6.92 0.01
201008 -4.50 -4.77 0.01
201009 8.95 9.54 0.01
201010 3.83 3.88 0.01
201011 0.00 0.60 0.01
201012 6.68 6.82 0.01
201101 2.33 2.01 0.01
201102 3.48 3.49 0.01
201103 0.01 0.48 0.01
201104 2.90 2.90 0.00
201105 -1.13 -1.27 0.00
201106 -1.68 -1.75 0.00
201107 -2.01 -2.34 0.00
201108 -5.50 -6.00 0.01
201109 -6.94 -7.60 0.00
201110 10.92 11.34 0.00
201111 -0.41 -0.26 0.00
201112 1.05 0.74 0.00
201201 4.64 5.06 0.00
201202 4.34 4.43 0.00
201203 3.22 3.11 0.00
201204 -0.66 -0.84 0.00
201205 -6.01 -6.20 0.01
201206 4.06 3.88 0.00
201207 1.18 0.79 0.00
201208 2.51 2.56 0.01
201209 2.54 2.74 0.01
201210 -1.82 -1.75 0.01
201211 0.57 0.77 0.01
201212 0.89 1.18 0.01
201301 5.12 5.58 0.00
201302 1.27 1.28 0.00
201303 3.80 4.03 0.00
201304 1.93 1.56 0.00
201305 2.36 2.81 0.00
201306 -1.34 -1.21 0.00
201307 5.17 5.65 0.00
201308 -3.00 -2.69 0.00
201309 3.16 3.76 0.00
201310 4.63 4.17 0.00
201311 2.96 3.12 0.00
201312 2.59 2.81 0.00
201401 -3.52 -3.26 0.00
201402 2.72 4.65 0.00
201403 0.83 0.41 0.00
201404 0.70 -0.14 0.00
201405 2.32 2.06 0.00
201406 2.06 2.59 0.00
201407 -1.34 -2.05 0.00
201408 3.95 4.23 0.00
201409 -1.38 -1.97 0.00

Other Funds


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