> ## 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/attribution

> Return factor return attribution for a portfolio with explained return, residual/unexplained return, and compact contribution rows

Return factor return attribution for a portfolio with explained return, residual/unexplained return, and compact contribution rows

<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","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"
  ```
</RequestExample>

## Example response

<ResponseExample>
  ```json theme={null}
  {
    "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"
  }
  ```
</ResponseExample>

## Give this prompt to your agent

<Prompt>
  Use SEC API POST /v1/portfolio/attribution to explain portfolio return through factor contributions. Preserve `portfolioReturn`, `totalExplained`, `alpha`, `rSquared`, `contributions`, `returnPointCount`, `returnStreamSample`, `rollingBetaCount`, `rollingBetasUnavailableReason`, `export`, `summaryMd`, `requestId`, and `traceparent`. Use `include=returns,rolling_betas` only when a downstream chart needs full rows.
</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