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performance-attribution

Decompose investment returns into sector, stock, and factor contributions.

15|2|Updated May 1, 2026
Search Tags:#performance#portfolio analysis#attribution#factor analysis#brinson model
One-click install
npx skills add https://github.com/OpenSucker/OpenSucker --skill performance-attribution-opensucker
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: performance-attribution
Source: https://github.com/OpenSucker/OpenSucker/tree/main/skills/vibe_skills/performance-attribution
Command: npx skills add https://github.com/OpenSucker/OpenSucker --skill performance-attribution-opensucker

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires numpy, pandas, statsmodels, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill helps investors and analysts understand the underlying reasons behind portfolio performance by decomposing returns into sector, stock, and factor contributions.

Core Features & Use Cases

  • Performance Decomposition: Break down excess returns into sector, stock selection, and timing effects using Brinson models.
  • Factor Analysis: Evaluate alpha, beta, and additional factor exposures to assess systematic risks and manager skill.
  • Use Case: Analyzing a fund's monthly returns to identify whether alpha was driven mainly by stock picking or sector allocation, aiding in strategy refinement.

Quick Start

Use the performance attribution skill to analyze the latest monthly return data against a benchmark and generate a detailed report on sources of excess gains.

Frequently Asked Questions about performance-attribution

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

FAQPage Schema
How do I decompose portfolio excess returns into sector and stock selection effects?▼

You can decompose portfolio excess returns by applying Brinson models to break down gains into sector allocation, stock selection, and timing effects using sector weights and return data.

What is factor analysis in portfolio performance attribution?▼

Factor analysis in portfolio performance attribution evaluates alpha, beta, and systematic factor exposures to distinguish manager skill from market risks.

Can I use pandas and statsmodels to analyze fund alpha driven by stock picking?▼

Yes, the Skill leverages pandas and statsmodels to analyze fund alpha, identifying whether excess gains are driven mainly by stock picking or sector allocation for strategy refinement.

How do I calculate sector weights and factor exposures for equity portfolio analysis?▼

Equity portfolio analysis requires calculating sector weights, return data, and factor exposures as inputs to generate detailed insights into systematic risks and manager skill.

Does this performance attribution method work for multi-asset and thematic portfolios?▼

Yes, the performance attribution method is suited for equity, multi-asset, or thematic portfolios, providing comprehensive decomposition of returns for portfolio managers and analysts.

What's the best way to explain investment returns against a benchmark for monthly analysis?▼

The best way to explain investment returns against a benchmark is to analyze monthly return data through sector, stock, and factor decomposition to generate a detailed report on excess gains.

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