Performance Attribution

Trust Score 90/100

Decompose portfolio returns (Brinson, factor, fixed-income, currency) into allocation, selection, interaction and factor contributions to explain performance.

triggers:attributionBrinsonfactor-based attributionwhat drove my returnsalpha decompositionmulti-period linking

GitHub SKILL.md

What it does

Provides detailed explanations and worked examples for portfolio performance attribution: single-period Brinson-Fachler, multi-period linking (Carino/Menchero), factor-based decomposition, fixed-income roll/curve/spread effects, and currency attribution. Includes formulas and sample calculations so agents can explain sources of active return and alpha.

When to use it

Use when a user asks why a portfolio out- or under-performed, requests Brinson attribution, multi-period linking, factor contributions, fixed-income attribution, or currency effects. Useful for advisers preparing client review notes, performance reports, or for educational demos.

What's included

Scripts: has example scripts in the scripts/ folder demonstrating calculations and verification (has_scripts=true)
References: no external references bundled in SKILL.md (has_references=false)
Instructions: includes formulae, worked examples, common pitfalls, and guidance on choosing methods and linking across periods. The SKILL.md documents usage and --verify script mode for numeric checks.

Compatible agents

Best for Claude Code / Python-capable agent runtimes because the repo includes runnable Python demos and numeric examples.

Audit Summary

Well-structured finance skill implementing Brinson-Fachler equity attribution, OLS factor-based attribution, and Carino multi-period linking. Script ran successfully with numpy (PEP 723 inline deps). The Carino linking demo shows a numerical mismatch between linked effects sum and geometric active return, indicating a minor implementation issue in the multi-period linker. Otherwise clean, well-documented code with proper type hints, docstrings, and a --verify mode.

Watch Out

Carino multi-period linker has a numerical mismatch in verification (sum of linked effects ≠ geometric active return)
Requires numpy (resolved via PEP 723 inline metadata with uv)

Notes

Niche but competent finance skill. No security concerns whatsoever — pure computation, no network access, no credentials, no destructive operations. SKILL.md is thorough with worked examples matching the code. Minor numerical accuracy issue in the Carino linking demo output.

Information

Repository: finance_skills
Stars: 127

Trust Score

Overall90

Security100

Code Quality82

Architecture75

Usefulness58

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