SSIA offers several forms of performance attribution for use in understanding and explaining the sources of fund returns. Core attribution uses a flexible, proprietary approach to single factor performance attribution. This can be provided to asset, sector or stock levels and on a daily, monthly or quarterly basis. We also use Wilshire's Atlas system for multifactor attribution on domestic and international equity funds and both Citigroup's Yield Book or Interactive Data's BondEdge system for multifactor attribution on fixed income assets.

For additional information, please refer to the Performance Attribution product sheet or contact David Barry at 617-664-6516 or email dmbarry@statestreet.com.