Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • SMCI vs SM✓SelectedUSD · SMSMCI vs SM performance historyLatest closeAs of+7.28%09/11
Stock and ETF performance explorer

SMCI vs SM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,770.3%
SM return
+23.0%
Excess return
+1,747.3%
Maximum drawdown
-84.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSMExcessAlpha
1D+7.3%-0.2%+7.5%+7.3%
7D+1.3%+4.6%-3.3%+0.7%
30D+6.6%+18.2%-11.6%+4.4%
3M+25.4%+22.5%+2.9%+21.8%
6M+26.1%+50.6%-24.4%+17.2%
YTD+37.0%+108.1%-71.1%+21.7%
1Y-8.8%+46.0%-54.8%-15.3%
3Y+44.6%+2.9%+41.7%+38.2%
5Y+995.9%+112.6%+883.3%+853.0%
All+1,770.3%+23.0%+1,747.3%+1,203.8%

Cumulative growth

Daily Returns

Daily percentage return beside SM.

Daily Out/Under-Performance

Portfolio return minus SM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…

10y analysis · Full analysis span regression · 6 months rolling