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brinson-attribution

Decompose active returns into allocation, selection, and interaction effects.

12|13|Updated Dec 4, 2025
Search Tags:#performance#investment#finance#portfolio#attribution#brinson
One-click install
npx skills add https://github.com/Snowflake-Labs/sfguide-agentic-ai-for-asset-management --skill brinson-attribution
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: brinson-attribution
Source: https://github.com/Snowflake-Labs/sfguide-agentic-ai-for-asset-management/tree/main/data/skills/brinson-attribution
Command: npx skills add https://github.com/Snowflake-Labs/sfguide-agentic-ai-for-asset-management --skill brinson-attribution

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

This skill provides a simplified, legacy method for calculating investment performance attribution when the primary multi-level-attribution system is unavailable.

Core Features & Use Cases

  • Sector-Level Attribution: Calculates allocation, selection, and interaction effects for portfolio sectors.
  • Performance Breakdown: Identifies top sector contributors to active return.
  • Use Case: Use this tool to quickly assess why a specific portfolio sector outperformed or underperformed its benchmark during a reporting period.

Quick Start

Use the brinson_analyzer tool to calculate the sector-level attribution for the current portfolio.

Frequently Asked Questions about brinson-attribution

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate investment performance attribution for a portfolio?▼

Investment performance attribution is calculated by decomposing active returns into allocation, selection, and interaction effects. This tool requires structured portfolio holdings and benchmark data to execute the sector-level attribution model.

How do I decompose active returns into allocation and selection effects?▼

Active returns are decomposed into allocation, selection, and interaction effects using the Brinson model. This breakdown identifies whether performance stems from sector weighting decisions or individual asset selection within those sectors.

What is the best way to evaluate portfolio sectors against a benchmark?▼

Evaluating portfolio sectors against a benchmark is done through sector-level attribution analysis. This method identifies the specific top sector contributors that drive active return during a defined reporting period.

What data do I need to perform sector-level performance attribution?▼

To perform sector-level performance attribution, you need structured portfolio holdings and benchmark data. These inputs are required by the analyzer tool to calculate the allocation and selection effects accurately.

When should I use a legacy attribution analysis tool for portfolio performance?▼

A legacy attribution analysis tool is used when the primary multi-level attribution system is unavailable. It provides a simplified method to quickly assess why a specific portfolio sector outperformed or underperformed its benchmark.

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