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

SMTC vs LII

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+854.1%
LII return
+3,124.4%
Excess return
-2,270.2%
Maximum drawdown
-85.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLIIExcessAlpha
1D+9.2%+1.2%+8.1%+8.7%
7D+12.7%-0.7%+13.5%+13.1%
30D+22.0%-12.6%+34.6%+29.2%
3M-12.7%-24.4%+11.8%-2.1%
6M+64.8%-28.7%+93.5%+89.2%
YTD+100.7%-19.1%+119.8%+116.4%
1Y+146.9%-29.7%+176.6%+182.8%
3Y+456.8%+4.8%+452.0%+434.9%
5Y+89.2%+24.6%+64.7%+65.3%
10Y+426.9%+169.2%+257.7%+225.4%
All+854.1%+3,124.4%-2,270.2%+52.4%

Cumulative growth

Daily Returns

Daily percentage return beside LII.

Daily Out/Under-Performance

Portfolio return minus LII return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × LII 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 LII 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