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#benchmarks
3 posts tagged benchmarks.
3 posts
Universe Portfolios
Model portfolios show full-book behavior that name-level backtests miss. Comparing with regime-conditional Sharpe reveals tail risk that annual averages hide.
#universe#model-portfolios#benchmarks
Choosing the Right Benchmark
Most retail investors benchmark against the S&P 500 out of habit. The wrong benchmark makes mediocre returns look great and good returns look ordinary.
#benchmarks#performance#analytics#risk-adjusted-returns
Brinson Attribution: Did You Pick Good Stocks
Brinson-Fachler splits active return into allocation, selection, and interaction so you can tell whether outperformance came from sector bets or stock-picking.
#attribution#portfolio#analytics#benchmarks