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I run a regression of a fund's returns on SPY and get the following results. What is alpha? Is it significant? What is its t-stat?
I run a regression of a fund's returns on SPY and get the following results. What is alpha? Is it significant? What is its t-stat?
0.06, significant, 3.202 | ||
1.826, significant, 51.027 | ||
0.06, insignificant, 980.014 | ||
1.826, insignificant, 0.167 | ||
0.975, insignificant, 0.0153 |
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