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  • SMTC vs DRI✓SelectedUSD · DRISMTC vs DRI performance historyLatest closeAs of+9.22%09/04
Stock and ETF performance explorer

SMTC vs DRI

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+8,059.4%
DRI return
+7,577.6%
Excess return
+481.8%
Maximum drawdown
-85.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDRIExcessAlpha
1D+9.2%-0.5%+9.8%+9.4%
7D+12.7%+0.6%+12.2%+12.5%
30D+22.0%+3.8%+18.1%+20.3%
3M-12.7%+13.0%-25.7%-17.0%
6M+64.8%+8.3%+56.5%+58.8%
YTD+100.7%+20.6%+80.1%+85.9%
1Y+146.9%+6.5%+140.4%+137.7%
3Y+456.8%+53.7%+403.1%+372.6%
5Y+89.2%+72.7%+16.6%+54.6%
10Y+426.9%+363.2%+63.7%+195.2%
All+8,059.4%+7,577.6%+481.8%+1,928.9%

Cumulative growth

Daily Returns

Daily percentage return beside DRI.

Daily Out/Under-Performance

Portfolio return minus DRI return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × DRI 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 DRI 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