qis.plot_model_layer_in_sample_sharpe_bridge

qis.plot_model_layer_in_sample_sharpe_bridge(attribution, model_name='Model', benchmark_label='Benchmark', labels=None, colors=None, detailed_mode=True, title=None, ax=None)[source]

Plot full-sample return contributions over full-sample volatility.

The plotted numerators come from the exact full-sample attribution. Benchmark return is divided by full-sample benchmark log-return volatility; every model contribution is divided by one common full-sample endpoint-model log-return volatility, preserving signs and exact additivity.

Parameters:

  • attribution (ModelLayerAlphaBetaAttribution) – Full-sample model-layer alpha/beta attribution computed by QIS.

  • model_name (str) – Model name used in the title and endpoint labels.

  • benchmark_label (str) – Display label for the benchmark reference bar.

  • labels (Optional[Mapping[str, str]]) – Optional semantic label overrides. Full-sample defaults label systematic return as beta times benchmark and the three remaining contributions as alpha.

  • colors (Optional[Mapping[str, str]]) – Optional semantic colour overrides; keys are documented by the return bridge.

  • detailed_mode (bool) – Whether to draw the title, subtitle and methodology note.

  • title (Optional[str]) – Detailed-mode title. None uses the standard in-sample title.

  • ax (Optional[plt.Axes]) – Existing axis. None creates a new report-sized figure.

Returns:

The created figure, or None when drawing on a supplied axis.

Raises:

  • TypeError – If attribution is not a full-sample model-layer attribution.

  • ValueError – If required labelled inputs or full-sample volatilities are invalid.

  • RuntimeError – If the common-denominator Sharpe bridge does not reconcile.

Return type:

Optional[Figure]