+3.6%
XEL vs SM
+7.4%
-3.8%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.2% | -4.7% | +0.7% |
| 7D | +1.4% | +10.6% | -9.2% | +1.9% |
| 30D | +9.2% | -15.0% | +24.2% | +8.4% |
| 3M | +4.5% | +1.7% | +2.9% | +4.8% |
| 6M | +3.6% | +5.9% | -2.3% | +3.6% |
| All | +3.6% | +7.4% | -3.8% | +3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling