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","window":"3m","frequency":"weekly","exportFormat":"json","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}]}' \
  "https://api.secapi.ai/v1/portfolio/attribution?response_mode=compact&include=trust"

{
  "object": "portfolio_attribution",
  "id": "portfolio_attribution:growth-quality-core:2026-06-09",
  "analysisId": "portfolio_analysis:growth-quality-core:2026-06-09",
  "asOf": "2026-06-09T22:15:00.000Z",
  "country": "US",
  "window": "3m",
  "lookback": "12m",
  "frequency": "weekly",
  "holdings": [
    {
      "symbol": "AAPL",
      "weight": 0.35
    },
    {
      "symbol": "MSFT",
      "weight": 0.3
    },
    {
      "symbol": "NVDA",
      "weight": 0.2
    },
    {
      "symbol": "JPM",
      "weight": 0.15
    }
  ],
  "portfolioReturn": 0.082,
  "totalExplained": 0.061,
  "alpha": 0.021,
  "rSquared": 0.74,
  "contributions": [
    {
      "object": "portfolio_factor_attribution",
      "rank": 1,
      "factorKey": "MOMENTUM",
      "factorName": "Momentum",
      "factorCategory": "style",
      "contributionPercent": 2.4,
      "contributionPct": 0.024,
      "beta": 0.37,
      "factorReturn": 0.065,
      "rawReturn": 0.058,
      "pureReturn": 0.052,
      "scaledReturn": 0.065,
      "zScore": 1.7,
      "leverage": 1,
      "modelName": "secapi_stock_basket_factor_model_v1",
      "explanation": "Positive momentum exposure explained 240 bps of the portfolio return."
    }
  ],
  "returnStream": [],
  "returnPointCount": 12,
  "returnStreamSample": [
    {
      "object": "portfolio_return_point",
      "period": "2026-W22",
      "periodEnd": "2026-05-29",
      "frequency": "weekly",
      "periodReturn": 0.011,
      "cumulativeReturn": 0.064,
      "coverageWeight": 1,
      "missingSymbols": []
    }
  ],
  "rollingBetas": [],
  "rollingBetaCount": 4,
  "rollingBetasUnavailableReason": null,
  "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."
      ]
    }
  ],
  "export": {
    "object": "portfolio_attribution_export",
    "requestedFormat": "json",
    "formats": [
      "json"
    ],
    "fileName": "secapi-portfolio-attribution-2026-06-09",
    "columns": [
      "factorKey",
      "contributionPercent",
      "beta",
      "factorReturn"
    ],
    "csv": null,
    "files": []
  },
  "summaryMd": "Momentum and quality explained most of the recent return while value detracted.",
  "disclosures": [
    "Research scenario only. Not investment advice or a recommendation to trade."
  ],
  "responseMode": "compact",
  "dataAsOf": "2026-06-09",
  "freshnessStatus": "fresh",
  "methodologyVersion": "secapi_portfolio_attribution_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"
}