blocked access to procedure 'sys.xp_cmdshell' of component 'xp_cmdshell' (73253)

SQL server performance problems for databases monitored with Spotlight, here is the error:

Collection 'SQL Analysis' failed : SQL Server blocked access to procedure 'sys.xp_cmdshell' of component 'xp_cmdshell' because this component is turned off as part of the security configuration for this server. A system administrator can enable the use of 'xp_cmdshell' by using sp_configure. For more information about enabling 'xp_cmdshell', see 'Surface Area Configuration' in SQL Server Books Online. [0x80131904]

To run xp_cmdshell sysadmin permissions required on SQL Server instance.
Running the script below will enable xp_cmdshell:

USE master
GO
EXEC sp_configure 'show advanced options', 1
GO
RECONFIGURE WITH OVERRIDE
GO
EXEC sp_configure 'xp_cmdshell', 1
GO
RECONFIGURE WITH OVERRIDE
GO
EXEC sp_configure 'show advanced options', 0
GO