+11.1%
SMR vs XEL
+32.6%
-21.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +1.5% | +13.7% | +14.8% |
| 7D | +21.4% | +1.3% | +20.1% | +21.0% |
| 30D | +13.8% | -1.5% | +15.4% | +14.3% |
| 3M | +3.9% | -0.2% | +4.1% | +3.6% |
| 6M | -4.2% | -5.4% | +1.2% | -3.1% |
| YTD | -21.1% | +5.6% | -26.7% | -23.1% |
| 1Y | -67.1% | +10.5% | -77.5% | -68.4% |
| 3Y | +88.9% | +49.2% | +39.7% | +62.1% |
| All | +11.1% | +32.6% | -21.4% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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