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  • SMCI vs BG✓SelectedUSD · BGSMCI vs BG performance historyLatest closeAs of-3.98%09/10
Stock and ETF performance explorer

SMCI vs BG

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+4,167.1%
BG return
+135.6%
Excess return
+4,031.6%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioBGExcessAlpha
1D-4.0%+0.9%-4.9%-4.3%
7D-1.3%+3.7%-5.0%-2.7%
30D+18.3%+12.3%+5.9%+12.8%
3M+27.7%-2.2%+29.9%+28.2%
6M+17.6%+5.3%+12.3%+14.4%
YTD+27.7%+42.4%-14.7%+10.2%
1Y-14.9%+55.2%-70.1%-29.7%
3Y+33.2%+21.0%+12.2%+17.3%
5Y+921.6%+87.1%+834.5%+633.6%
10Y+1,672.4%+169.8%+1,502.6%+906.4%
All+4,167.1%+135.6%+4,031.6%+2,130.5%

Cumulative growth

Daily Returns

Daily percentage return beside BG.

Daily Out/Under-Performance

Portfolio return minus BG return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.

Cumulative Out/Under-Performance

Relative wealth over all: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.

Cumulative Alpha

Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.

Updating return analytics…

all analysis · Full analysis span regression · 6 months rolling