> ## Documentation Index
> Fetch the complete documentation index at: https://docs.secapi.ai/llms.txt
> Use this file to discover all available pages before exploring further.

# POST /v1/portfolio/analyze

> Return factor exposures, attribution, and hedge suggestions for a portfolio in one deterministic response

Return factor exposures, attribution, and hedge suggestions for a portfolio in one deterministic response

<Info>
  Audience: application and coding agent.
</Info>

## Canonical metadata

* `requestId`
* `traceparent`

## Example request

<RequestExample>
  ```bash theme={null}
  curl -X POST \
    -H "x-api-key: $SECAPI_API_KEY" \
    -H "secapi-version: 2026-03-19" \
    -H "content-type: application/json" \
    -d '{"country":"US","lookback":"12m","category":"style","keys":["VALUE","MOMENTUM","QUALITY"],"holdings":[{"symbol":"AAPL","weight":0.35},{"symbol":"MSFT","weight":0.3},{"symbol":"NVDA","weight":0.2},{"symbol":"JPM","weight":0.15}],"benchmarkLabel":"NASDAQ 100","benchmarkHoldings":[{"symbol":"QQQ","weight":1}]}' \
    "https://api.secapi.ai/v1/portfolio/analyze?response_mode=compact&include=trust"
  ```
</RequestExample>

## Example response

<ResponseExample>
  ```json theme={null}
  {
    "object": "portfolio_analysis",
    "id": "portfolio_analysis:growth-quality-core:2026-06-09",
    "asOf": "2026-06-09T22:15:00.000Z",
    "holdings": [
      {
        "symbol": "AAPL",
        "weight": 0.35
      },
      {
        "symbol": "MSFT",
        "weight": 0.3
      },
      {
        "symbol": "NVDA",
        "weight": 0.2
      },
      {
        "symbol": "JPM",
        "weight": 0.15
      }
    ],
    "exposures": [
      {
        "object": "factor_exposure",
        "id": "factor_exposure:AAPL:VALUE:2026-06-09",
        "subjectType": "security",
        "subjectKey": "AAPL",
        "factorKey": "VALUE",
        "beta": -0.42,
        "percentile": 18.2,
        "confidence": "high",
        "modelName": "secapi_stock_basket_factor_model_v1",
        "asOf": "2026-06-09T22:15:00.000Z",
        "responseMode": "compact",
        "expansionHints": [
          "Use include=diagnostics or response_mode=standard for regression diagnostics such as rSquared, tStat, and observationCount."
        ]
      }
    ],
    "fit": null,
    "benchmarkLabel": "NASDAQ 100",
    "benchmarkTilts": [],
    "whatIfComparison": null,
    "positionViews": [],
    "positionExposures": [
      {
        "object": "factor_exposure",
        "id": "factor_exposure:AAPL:VALUE:2026-06-09",
        "subjectType": "security",
        "subjectKey": "AAPL",
        "factorKey": "VALUE",
        "beta": -0.42,
        "percentile": 18.2,
        "confidence": "high",
        "modelName": "secapi_stock_basket_factor_model_v1",
        "asOf": "2026-06-09T22:15:00.000Z",
        "responseMode": "compact",
        "expansionHints": [
          "Use include=diagnostics or response_mode=standard for regression diagnostics such as rSquared, tStat, and observationCount."
        ]
      }
    ],
    "attribution": [
      {
        "key": "VALUE",
        "label": "Value",
        "category": "factor",
        "contributionPercent": -0.48,
        "explanation": "Negative value beta detracted as value lagged over the selected window."
      }
    ],
    "hedgeSuggestions": [
      {
        "symbol": "VLUE",
        "instrumentType": "etf",
        "rationale": "Offsets the portfolio's negative value exposure with a liquid value ETF sleeve.",
        "expectedExposureDelta": {
          "VALUE": 0.18
        },
        "confidence": "medium"
      }
    ],
    "optimizationNotes": [
      "Candidate search respected max position and turnover constraints."
    ],
    "factorNeutralPlan": [
      "Reduce negative VALUE exposure before increasing MOMENTUM exposure."
    ],
    "optimizerObjective": "factor_neutral",
    "optimizerConstraints": {
      "maxCandidates": 3,
      "maxIterations": 50,
      "maxRuntimeMs": 750,
      "maxPositionWeight": 0.4,
      "minPositionWeight": 0.02,
      "longOnly": true,
      "turnoverLimit": 0.25,
      "riskFreeRate": 0.04
    },
    "optimizerRuntime": {
      "object": "portfolio_optimizer_runtime",
      "method": "bounded_deterministic_candidate_search",
      "candidateCount": 3,
      "iterationBudget": 50,
      "iterationsRun": 38,
      "runtimeMs": 118,
      "maxRuntimeMs": 750,
      "timeout": false
    },
    "optimizerCandidateCount": 1,
    "optimizerCandidateSample": [
      {
        "object": "portfolio_optimizer_candidate",
        "rank": 1,
        "name": "Factor-neutral tilt",
        "objective": "factor_neutral",
        "expectedReturn": 0.087,
        "expectedVolatility": 0.164,
        "expectedSharpe": 0.53,
        "maxDrawdownProxy": -0.18,
        "factorExposureScore": 0.21,
        "turnover": 0.12,
        "score": 0.81,
        "constraintStatus": "ok",
        "constraintsApplied": [
          "turnoverLimit"
        ],
        "rationale": "Improves factor balance without breaching turnover or concentration limits."
      }
    ],
    "selectedCandidate": null,
    "optimizerDisclosures": [
      "Optimizer output is a deterministic scenario, not investment advice."
    ],
    "disclosures": [
      "Research scenario only. Not investment advice or a recommendation to trade."
    ],
    "summaryMd": "Portfolio is growth and quality tilted with a moderate negative value exposure.",
    "responseMode": "compact",
    "dataAsOf": "2026-06-09",
    "freshnessStatus": "fresh",
    "methodologyVersion": "secapi_portfolio_factor_v1",
    "materializationVersion": "2026-06-09",
    "provenance": {
      "source": "secapi_factor_pipeline",
      "sourceLabel": "SecAPI factor pipeline",
      "accessionNumber": null,
      "filingUrl": "https://docs.secapi.ai/factors/methodology",
      "acceptedAt": null,
      "retrievedAt": "2026-06-09T22:15:00.000Z",
      "parserVersion": "secapi-factor-pipeline"
    },
    "freshness": {
      "status": "fresh",
      "asOf": "2026-06-09T22:15:00.000Z",
      "sourcePublishedAt": "2026-06-09T21:30:00.000Z",
      "lagMs": 2700000
    },
    "materialization": {
      "parserVersion": "secapi-factor-pipeline",
      "materializationVersion": "2026-06-09"
    },
    "sourceRights": {
      "source": "secapi_owned_factor_pipeline",
      "sourceLabel": "SecAPI factor pipeline",
      "posture": "public_safe",
      "publicAvailability": "public",
      "contractStatus": "approved",
      "restrictions": [],
      "notes": "SecAPI-owned derived factor data."
    },
    "methodology": {
      "id": "secapi_factor_returns",
      "version": "v1",
      "summary": "SecAPI-owned daily factor returns, exposures, and portfolio analytics built for agent and API workflows.",
      "confidence": "high",
      "launchState": "beta",
      "inputs": [
        "secapi_factor_returns",
        "secapi_factor_exposures",
        "market_calendar"
      ],
      "validation": {
        "launchHistoryFloor": "2015-01-01",
        "marketCalendarAware": true
      }
    },
    "revision": {
      "sourcePublishedAt": "2026-06-09T21:30:00.000Z",
      "retrievedAt": "2026-06-09T22:15:00.000Z",
      "vintageId": "2026-06-09",
      "revisedFrom": null
    },
    "degradedState": null,
    "requestId": "req_2ZK8Q1W9F4M6P7R3",
    "traceparent": "00-4bf92f3577b34da6a3ce929d0e0e4736-00f067aa0ba902b7-01"
  }
  ```
</ResponseExample>

## Give this prompt to your agent

<Prompt>
  Use SEC API POST /v1/portfolio/analyze for one-call portfolio factor decomposition. Preserve `holdings`, `exposures`, `fit`, `fit.averageRSquared`, `benchmarkTilts`, `whatIfComparison`, `positionViews`, `positionExposures`, `attribution`, `hedgeSuggestions`, `optimizationNotes`, `factorNeutralPlan`, `optimizerRuntime`, `optimizerCandidateSample`, `optimizerDisclosures`, `summaryMd`, `requestId`, and `traceparent`.
</Prompt>

## Failure posture

* treat non-2xx responses as contract-aware failures, not free-form errors
* preserve `requestId` and `traceparent` in logs and downstream reports
* if provenance or freshness metadata is present, return it unchanged so trust is not lost in the handoff