Pretty much constantly? And more when it's Wardian-era Ultrasmurfs.
The Space Marines really don't even make a lot of sense overall, not just individually. The Imperium spans over quadrillions of humans on a million worlds, and the Astartes number in the...low millions at best. Even back in the Great Crusade they were critically understaffed.
The usefulness of Space Marines in this context is obvious: as special forces who break the back of the enemy, and as coordinators of baseline humans. Occasionally, they even get fluffed as such. But usually they're said to function like an army of one thousand (Imperator Vult get out reeeee) each who supposedly make all the difference for the Imperium's power. The Ultras control a sub-empire that takes up most of a segmentum, for fucks sake. Alone.
A single Space Marine should be able to land on a planet, either openly or incognito, and a year later have toppled it for the Imperium by establishing a iron-solid rebellion in record time by way of their superhuman prowess. Teams of Space Marines should ambush and murder the fuck out of xenos leaders and chaos champions when they least expect it. An entire chapter of Space Marines should be reminiscent of Mass Effect's STG, a small group of whom each and every single member is as hard as the best of larger factions, able to operate both everywhere and nowhere.
Instead, drop teams of Space Marines apparently can take entire planets by themselves (can you imagine 20 people, even superhuman people, toppling all of Earth, which is low-population by 40K standards?) and turn back entire strike forces of Tau and Tyranids. Oh, and most of them stand around sneering at the Imperial Guard, as if they'd ever work with or even recognize such casual normies.