Regression from Dec 2000 - Oct 2013

Rm-Rf Alpha R2
0.97 -0.99% 0.969
Standard error 0.0140 0.0006
t-statistics 68.94 -1.28

Fund Profile

Symbol THRK
Issuer SPDR
Type ETF
Region USA
Style Large Blend

Rolling Charts:


Fund Returns from Dec 2000 - Oct 2013

Month RaR Rm-Rf Rf
200012 0.76 1.19 0.50
200101 3.09 3.12 0.54
200102 -7.46 -10.08 0.39
200103 -5.73 -7.27 0.44
200104 6.82 7.95 0.39
200105 1.37 0.73 0.32
200106 -1.70 -1.93 0.28
200107 -1.54 -2.13 0.30
200108 -5.90 -6.46 0.31
200109 -7.65 -9.26 0.28
200110 1.55 2.47 0.22
200111 7.20 7.54 0.17
200112 0.51 1.60 0.15
200201 -1.27 -1.44 0.14
200202 -1.15 -2.29 0.13
200203 3.45 4.24 0.13
200204 -5.96 -5.20 0.15
200205 -0.84 -1.38 0.14
200206 -6.48 -7.21 0.13
200207 -7.57 -8.18 0.15
200208 0.78 0.50 0.14
200209 -10.90 -10.35 0.14
200210 8.52 7.83 0.14
200211 5.26 5.96 0.12
200212 -6.06 -5.76 0.11
200301 -2.66 -2.57 0.10
200302 -1.94 -1.89 0.09
200303 1.48 1.09 0.10
200304 8.10 8.22 0.10
200305 4.88 6.05 0.09
200306 1.39 1.42 0.10
200307 1.93 2.34 0.07
200308 1.30 2.34 0.07
200309 -0.89 -1.23 0.08
200310 5.53 6.08 0.07
200311 0.55 1.35 0.07
200312 5.04 4.30 0.08
200401 1.66 2.15 0.07
200402 1.81 1.40 0.06
200403 -1.89 -1.33 0.09
200404 -1.29 -1.83 0.08
200405 0.89 1.18 0.06
200406 1.81 1.86 0.08
200407 -3.30 -4.07 0.10
200408 0.39 0.08 0.11
200409 0.95 1.61 0.11
200410 1.25 1.43 0.11
200411 4.33 4.54 0.15
200412 3.73 3.43 0.16
200501 -2.36 -2.75 0.16
200502 2.50 1.89 0.16
200503 -1.58 -1.96 0.21
200504 -2.64 -2.61 0.21
200505 3.82 3.65 0.24
200506 1.04 0.56 0.23
200507 3.79 3.92 0.24
200508 -1.57 -1.22 0.30
200509 1.24 0.48 0.29
200510 -1.61 -2.00 0.27
200511 3.96 3.62 0.31
200512 0.23 -0.25 0.32
200601 3.22 3.04 0.35
200602 -0.10 -0.30 0.34
200603 1.68 1.46 0.37
200604 0.76 0.72 0.36
200605 -3.12 -3.57 0.43
200606 0.37 -0.35 0.40
200607 -0.26 -0.78 0.40
200608 2.46 2.03 0.42
200609 2.33 1.84 0.41
200610 3.39 3.23 0.41
200611 2.31 1.71 0.42
200612 0.58 0.87 0.40
200701 1.91 1.41 0.44
200702 -1.82 -1.95 0.38
200703 1.11 0.68 0.43
200704 4.08 3.49 0.44
200705 3.55 3.24 0.41
200706 -1.55 -1.96 0.40
200707 -3.30 -3.74 0.40
200708 1.38 0.92 0.42
200709 3.32 3.23 0.32
200710 1.68 1.80 0.32
200711 -4.13 -4.82 0.34
200712 -0.74 -0.86 0.27
200801 -5.30 -6.35 0.21
200802 -3.18 -3.09 0.13
200803 -0.96 -0.94 0.17
200804 5.21 4.60 0.18
200805 1.81 1.86 0.18
200806 -7.62 -8.44 0.17
200807 -1.37 -0.77 0.15
200808 1.62 1.53 0.13
200809 -4.63 -9.24 0.15
200810 -21.28 -17.23 0.08
200811 -8.41 -7.86 0.03
200812 1.56 1.66 0.09
200901 -8.18 -8.12 0.00
200902 -10.05 -10.09 0.01
200903 8.63 8.95 0.02
200904 10.00 10.19 0.01
200905 5.23 5.21 0.00
200906 0.38 0.43 0.01
200907 7.73 7.72 0.01
200908 3.60 3.32 0.01
200909 3.86 4.08 0.01
200910 -2.31 -2.59 0.00
200911 5.68 5.56 0.00
200912 2.54 2.75 0.01
201001 -3.20 -3.36 0.00
201002 3.70 3.40 0.00
201003 6.12 6.32 0.01
201004 1.71 2.00 0.00
201005 -7.94 -7.89 0.01
201006 -5.70 -5.56 0.01
201007 6.84 6.92 0.01
201008 -4.69 -4.77 0.01
201009 9.44 9.54 0.01
201010 3.87 3.88 0.01
201011 0.53 0.60 0.01
201012 6.80 6.82 0.01
201101 1.99 2.01 0.01
201102 3.43 3.49 0.01
201103 0.50 0.48 0.01
201104 2.77 2.90 0.00
201105 -1.46 -1.27 0.00
201106 -1.52 -1.75 0.00
201107 -2.31 -2.34 0.00
201108 -5.79 -6.00 0.01
201109 -7.31 -7.60 0.00
201110 11.23 11.34 0.00
201111 -0.24 -0.26 0.00
201112 0.70 0.74 0.00
201201 5.20 5.06 0.00
201202 3.87 4.43 0.00
201203 3.27 3.11 0.00
201204 -0.72 -0.84 0.00
201205 -5.97 -6.20 0.01
201206 3.79 3.88 0.00
201207 1.41 0.79 0.00
201208 2.13 2.56 0.01
201209 2.48 2.74 0.01
201210 -1.83 -1.75 0.01
201211 0.63 0.77 0.01
201212 1.06 1.18 0.01
201301 5.98 5.58 0.00
201302 0.92 1.28 0.00
201303 3.88 4.03 0.00
201304 1.61 1.56 0.00
201305 2.46 2.81 0.00
201306 -1.40 -1.21 0.00
201307 5.27 5.65 0.00
201308 -2.34 -2.69 0.00
201309 3.33 3.76 0.00
201310 -1.46 4.17 0.00

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