diff --git a/src/analytics/analysis.zig b/src/analytics/analysis.zig
index 0115001..c507016 100644
--- a/src/analytics/analysis.zig
+++ b/src/analytics/analysis.zig
@@ -367,6 +367,107 @@ pub fn bucketSector(sector: []const u8) []const u8 {
     return bucket_other;
 }
 
+// ── Sector display granularity ───────────────────────────────
+
+/// Granularity tier for the Sector breakdown display. Lets the
+/// user toggle between coarse bucket-level summary and the raw
+/// fine-grained NPORT-P decomposition.
+pub const Granularity = enum {
+    /// Four buckets: Equity / Fixed Income / Cash / Other.
+    /// Same labels as the Asset Category breakdown.
+    coarse,
+    /// ~12-16 buckets: collapses NPORT-P sub-flavors but keeps
+    /// GICS sectors distinct. Default for most users — answers
+    /// "how exposed am I to bonds vs stocks vs cash, and which
+    /// sectors within stocks?".
+    mid,
+    /// Raw NPORT-P strings: every Debt / X variant, every
+    /// Asset-Backed / Y variant, every Derivative / Z variant
+    /// is its own row. Useful for spotting fine-grained
+    /// concentrations within the bond sleeve (e.g. "am I overweight
+    /// US Treasury vs Municipal?").
+    fine,
+};
+
+// Mid-granularity bucket labels. Static literals so they can be
+// used as stable HashMap keys without duping.
+pub const mid_bonds: []const u8 = "Bonds";
+pub const mid_equity_corporate: []const u8 = "Equity / Corporate";
+pub const mid_equity_preferred: []const u8 = "Equity Preferred";
+pub const mid_cash_equivalents: []const u8 = "Cash & Equivalents";
+pub const mid_derivatives: []const u8 = "Derivatives";
+pub const mid_other: []const u8 = "Other";
+
+/// Map a sector string through the chosen granularity. Returns
+/// a static literal (or, at fine granularity, the input slice
+/// itself) suitable for use as a stable HashMap key.
+///
+/// Granularity tiers:
+///
+///   - **coarse**: delegates to `bucketSector` — Equity / Fixed Income
+///     / Cash / Other (4 buckets).
+///   - **mid**: collapses NPORT-P sub-flavors (all Debt / * → Bonds,
+///     all Asset-Backed / * → Bonds, all STIV / * → Cash & Equivalents,
+///     all Derivative / * → Derivatives) while keeping GICS sectors
+///     distinct (Technology, Healthcare, etc.).
+///   - **fine**: passthrough — returns the input unchanged.
+pub fn collapseSector(sector: []const u8, granularity: Granularity) []const u8 {
+    return switch (granularity) {
+        .fine => sector,
+        .coarse => bucketSector(sector),
+        .mid => midBucket(sector),
+    };
+}
+
+/// Mid-granularity bucket lookup. Pure data, no allocation.
+fn midBucket(sector: []const u8) []const u8 {
+    // Bond-shaped (NPORT-P): all Debt / *, Loan / *, Asset-Backed / *.
+    if (std.mem.startsWith(u8, sector, "Debt")) return mid_bonds;
+    if (std.mem.startsWith(u8, sector, "Loan")) return mid_bonds;
+    if (std.mem.startsWith(u8, sector, "Asset-Backed")) return mid_bonds;
+    // Plain-English bond label from legacy hand-written metadata.
+    if (std.mem.eql(u8, sector, "Bonds")) return mid_bonds;
+
+    // Cash-shaped (NPORT-P): STIV variants + repurchase agreement.
+    if (std.mem.startsWith(u8, sector, "Short-Term Investment Vehicle")) return mid_cash_equivalents;
+    if (std.mem.startsWith(u8, sector, "Repurchase Agreement")) return mid_cash_equivalents;
+    if (std.mem.eql(u8, sector, "Cash")) return mid_cash_equivalents;
+    if (std.mem.eql(u8, sector, "Cash & CDs")) return mid_cash_equivalents;
+
+    // Equity Preferred is distinct at mid because it's a hybrid.
+    if (std.mem.startsWith(u8, sector, "Equity Preferred")) return mid_equity_preferred;
+
+    // Generic Equity / * collapses to a single Equity / Corporate
+    // bucket. Specifically "Equity / Corporate" / "Equity / Other"
+    // / "Equity / Registered Fund" all merge here.
+    if (std.mem.startsWith(u8, sector, "Equity")) return mid_equity_corporate;
+
+    // Derivatives.
+    if (std.mem.startsWith(u8, sector, "Derivative")) return mid_derivatives;
+
+    // GICS sector names pass through unchanged. Same exact-match
+    // list as `bucketSector`.
+    const gics = [_][]const u8{
+        "Technology",
+        "Healthcare",
+        "Financial Services",
+        "Financials",
+        "Consumer Cyclical",
+        "Consumer Defensive",
+        "Energy",
+        "Utilities",
+        "Real Estate",
+        "Industrials",
+        "Basic Materials",
+        "Communication Services",
+        "Diversified",
+    };
+    for (gics) |g| if (std.mem.eql(u8, sector, g)) return sector;
+
+    // Direct Real Property, Direct Credit Risk, sentinels — Other.
+    return mid_other;
+}
+
 /// Compute portfolio analysis from allocations and classification metadata.
 /// `allocations` are the stock/ETF positions with market values.
 /// `classifications` is the metadata file data.
@@ -564,6 +665,36 @@ fn mapToSortedBreakdown(
     return items.toOwnedSlice(allocator);
 }
 
+/// Re-aggregate a raw `BreakdownItem` slice through `collapseSector`
+/// at the chosen granularity. Multiple input rows that map to the
+/// same coarser bucket sum into one output row. Returns a new
+/// allocator-owned slice; caller frees with `allocator.free`.
+///
+/// Use case: `analyze` produces `result.sector` at fine
+/// granularity (raw NPORT-P + GICS labels). Display callers
+/// (CLI `--sector-detail`, TUI hot-key) call this to re-bucket
+/// at their chosen tier. At `.fine`, the function still
+/// allocates a fresh slice (so callers always free the result
+/// the same way) but the per-row labels and weights are
+/// identical to the input.
+pub fn collapseBreakdownAtGranularity(
+    allocator: std.mem.Allocator,
+    items: []const BreakdownItem,
+    granularity: Granularity,
+    total: f64,
+) ![]BreakdownItem {
+    var map = std.StringHashMap(f64).init(allocator);
+    defer map.deinit();
+
+    for (items) |item| {
+        const label = collapseSector(item.label, granularity);
+        const prev = map.get(label) orelse 0;
+        try map.put(label, prev + item.value);
+    }
+
+    return mapToSortedBreakdown(allocator, map, total);
+}
+
 test "parseAccountsFile" {
     const data =
         \\#!srfv1
@@ -934,6 +1065,207 @@ test "bucketSector: legacy 'Financials' (with s) → Equity" {
     try std.testing.expectEqualStrings(bucket_equity, bucketSector("Financial Services"));
 }
 
+// ── collapseSector / Granularity ──────────────────────────────
+
+test "collapseSector .fine: passthrough — input slice returned unchanged" {
+    try std.testing.expectEqualStrings("Debt / US Treasury", collapseSector("Debt / US Treasury", .fine));
+    try std.testing.expectEqualStrings("Equity / Corporate", collapseSector("Equity / Corporate", .fine));
+    try std.testing.expectEqualStrings("Technology", collapseSector("Technology", .fine));
+    try std.testing.expectEqualStrings("Bonds", collapseSector("Bonds", .fine));
+}
+
+test "collapseSector .coarse: delegates to bucketSector" {
+    try std.testing.expectEqualStrings(bucket_fixed_income, collapseSector("Debt / US Treasury", .coarse));
+    try std.testing.expectEqualStrings(bucket_equity, collapseSector("Equity / Corporate", .coarse));
+    try std.testing.expectEqualStrings(bucket_equity, collapseSector("Technology", .coarse));
+    try std.testing.expectEqualStrings(bucket_cash, collapseSector("Short-Term Investment Vehicle / Registered Fund", .coarse));
+    try std.testing.expectEqualStrings(bucket_other, collapseSector("Derivative / Other", .coarse));
+}
+
+test "collapseSector .mid: all Debt / * collapse to Bonds" {
+    const cases = [_][]const u8{
+        "Debt / Corporate",
+        "Debt / US Treasury",
+        "Debt / Municipal",
+        "Debt / Non-US Sovereign",
+        "Debt / US Gov Agency",
+        "Debt / US GSE",
+    };
+    for (cases) |s| {
+        try std.testing.expectEqualStrings(mid_bonds, collapseSector(s, .mid));
+    }
+}
+
+test "collapseSector .mid: all Asset-Backed and Loan variants collapse to Bonds" {
+    try std.testing.expectEqualStrings(mid_bonds, collapseSector("Asset-Backed / Corporate Mortgage", .mid));
+    try std.testing.expectEqualStrings(mid_bonds, collapseSector("Asset-Backed CBO/CDO / Corporate", .mid));
+    try std.testing.expectEqualStrings(mid_bonds, collapseSector("Asset-Backed Other / Corporate", .mid));
+    try std.testing.expectEqualStrings(mid_bonds, collapseSector("Loan / Corporate", .mid));
+    try std.testing.expectEqualStrings(mid_bonds, collapseSector("Bonds", .mid));
+}
+
+test "collapseSector .mid: all STIV / Repurchase collapse to Cash & Equivalents" {
+    try std.testing.expectEqualStrings(mid_cash_equivalents, collapseSector("Short-Term Investment Vehicle / Corporate", .mid));
+    try std.testing.expectEqualStrings(mid_cash_equivalents, collapseSector("Short-Term Investment Vehicle / Registered Fund", .mid));
+    try std.testing.expectEqualStrings(mid_cash_equivalents, collapseSector("Short-Term Investment Vehicle / Private Fund", .mid));
+    try std.testing.expectEqualStrings(mid_cash_equivalents, collapseSector("Repurchase Agreement / Other", .mid));
+    try std.testing.expectEqualStrings(mid_cash_equivalents, collapseSector("Cash", .mid));
+    try std.testing.expectEqualStrings(mid_cash_equivalents, collapseSector("Cash & CDs", .mid));
+}
+
+test "collapseSector .mid: Equity Preferred is its own bucket" {
+    // Hybrid security — distinct from generic equity at mid.
+    try std.testing.expectEqualStrings(mid_equity_preferred, collapseSector("Equity Preferred / Corporate", .mid));
+}
+
+test "collapseSector .mid: Equity / * (non-Preferred) collapses to Equity / Corporate" {
+    try std.testing.expectEqualStrings(mid_equity_corporate, collapseSector("Equity / Corporate", .mid));
+    try std.testing.expectEqualStrings(mid_equity_corporate, collapseSector("Equity / Other", .mid));
+    try std.testing.expectEqualStrings(mid_equity_corporate, collapseSector("Equity / Registered Fund", .mid));
+}
+
+test "collapseSector .mid: GICS sectors stay distinct" {
+    // The whole point of mid: collapse NPORT-P sub-flavors but
+    // keep GICS sector breakdown so users see stock concentrations.
+    try std.testing.expectEqualStrings("Technology", collapseSector("Technology", .mid));
+    try std.testing.expectEqualStrings("Healthcare", collapseSector("Healthcare", .mid));
+    try std.testing.expectEqualStrings("Financial Services", collapseSector("Financial Services", .mid));
+    try std.testing.expectEqualStrings("Financials", collapseSector("Financials", .mid));
+    try std.testing.expectEqualStrings("Diversified", collapseSector("Diversified", .mid));
+    try std.testing.expectEqualStrings("Energy", collapseSector("Energy", .mid));
+}
+
+test "collapseSector .mid: Derivative variants collapse to Derivatives" {
+    try std.testing.expectEqualStrings(mid_derivatives, collapseSector("Derivative / Corporate", .mid));
+    try std.testing.expectEqualStrings(mid_derivatives, collapseSector("Derivative / Other", .mid));
+    try std.testing.expectEqualStrings(mid_derivatives, collapseSector("Derivative-FX / Other", .mid));
+    try std.testing.expectEqualStrings(mid_derivatives, collapseSector("Derivative-FX / Corporate", .mid));
+}
+
+test "collapseSector .mid: real property and unrecognized -> Other" {
+    try std.testing.expectEqualStrings(mid_other, collapseSector("Direct Real Property / Other", .mid));
+    try std.testing.expectEqualStrings(mid_other, collapseSector("Direct Credit Risk / Other", .mid));
+    try std.testing.expectEqualStrings(mid_other, collapseSector("TODO", .mid));
+    try std.testing.expectEqualStrings(mid_other, collapseSector("Unknown", .mid));
+    try std.testing.expectEqualStrings(mid_other, collapseSector("", .mid));
+    try std.testing.expectEqualStrings(mid_other, collapseSector("Some Future Label", .mid));
+}
+
+test "collapseSector .mid: returns same pointer for same bucket (static-string property)" {
+    // Stable HashMap keys without duping.
+    const a = collapseSector("Debt / Corporate", .mid);
+    const b = collapseSector("Debt / US Treasury", .mid);
+    try std.testing.expectEqual(@intFromPtr(a.ptr), @intFromPtr(b.ptr));
+    try std.testing.expectEqual(@intFromPtr(mid_bonds.ptr), @intFromPtr(a.ptr));
+}
+
+// ── collapseBreakdownAtGranularity ────────────────────────────
+
+test "collapseBreakdownAtGranularity: VBTLX-shape Debt sleeves collapse to Bonds at mid" {
+    // VBTLX has six different Debt / X rows. At mid granularity
+    // they should all sum into one Bonds row.
+    const allocator = std.testing.allocator;
+    const items = [_]BreakdownItem{
+        .{ .label = "Debt / Corporate", .weight = 0.40, .value = 40_000.0 },
+        .{ .label = "Debt / US Treasury", .weight = 0.30, .value = 30_000.0 },
+        .{ .label = "Debt / Non-US Sovereign", .weight = 0.10, .value = 10_000.0 },
+        .{ .label = "Debt / Municipal", .weight = 0.05, .value = 5_000.0 },
+        .{ .label = "Debt / US Gov Agency", .weight = 0.04, .value = 4_000.0 },
+        .{ .label = "Debt / US GSE", .weight = 0.01, .value = 1_000.0 },
+        .{ .label = "Short-Term Investment Vehicle / Registered Fund", .weight = 0.10, .value = 10_000.0 },
+    };
+    const result = try collapseBreakdownAtGranularity(allocator, &items, .mid, 100_000.0);
+    defer allocator.free(result);
+
+    // Two output buckets: Bonds (sum of all Debt/*) and
+    // Cash & Equivalents (the STIV row).
+    try std.testing.expectEqual(@as(usize, 2), result.len);
+    var bonds_value: f64 = 0;
+    var cash_value: f64 = 0;
+    for (result) |item| {
+        if (std.mem.eql(u8, item.label, mid_bonds)) bonds_value = item.value;
+        if (std.mem.eql(u8, item.label, mid_cash_equivalents)) cash_value = item.value;
+    }
+    try std.testing.expectApproxEqAbs(@as(f64, 90_000), bonds_value, 1.0);
+    try std.testing.expectApproxEqAbs(@as(f64, 10_000), cash_value, 1.0);
+}
+
+test "collapseBreakdownAtGranularity: coarse collapses everything to 4 buckets" {
+    const allocator = std.testing.allocator;
+    const items = [_]BreakdownItem{
+        .{ .label = "Debt / Corporate", .weight = 0.50, .value = 50_000.0 },
+        .{ .label = "Equity / Corporate", .weight = 0.30, .value = 30_000.0 },
+        .{ .label = "Technology", .weight = 0.10, .value = 10_000.0 },
+        .{ .label = "Short-Term Investment Vehicle / Corporate", .weight = 0.05, .value = 5_000.0 },
+        .{ .label = "Derivative / Other", .weight = 0.05, .value = 5_000.0 },
+    };
+    const result = try collapseBreakdownAtGranularity(allocator, &items, .coarse, 100_000.0);
+    defer allocator.free(result);
+
+    // Equity (30k Equity/Corp + 10k Technology) = 40k
+    // Fixed Income = 50k Debt
+    // Cash = 5k STIV
+    // Other = 5k Derivative
+    var eq: f64 = 0;
+    var fi: f64 = 0;
+    var c: f64 = 0;
+    var o: f64 = 0;
+    for (result) |item| {
+        if (std.mem.eql(u8, item.label, bucket_equity)) eq = item.value;
+        if (std.mem.eql(u8, item.label, bucket_fixed_income)) fi = item.value;
+        if (std.mem.eql(u8, item.label, bucket_cash)) c = item.value;
+        if (std.mem.eql(u8, item.label, bucket_other)) o = item.value;
+    }
+    try std.testing.expectApproxEqAbs(@as(f64, 40_000), eq, 1.0);
+    try std.testing.expectApproxEqAbs(@as(f64, 50_000), fi, 1.0);
+    try std.testing.expectApproxEqAbs(@as(f64, 5_000), c, 1.0);
+    try std.testing.expectApproxEqAbs(@as(f64, 5_000), o, 1.0);
+}
+
+test "collapseBreakdownAtGranularity: fine returns equivalent breakdown unchanged" {
+    const allocator = std.testing.allocator;
+    const items = [_]BreakdownItem{
+        .{ .label = "Debt / Corporate", .weight = 0.50, .value = 50_000.0 },
+        .{ .label = "Equity / Corporate", .weight = 0.30, .value = 30_000.0 },
+        .{ .label = "Technology", .weight = 0.20, .value = 20_000.0 },
+    };
+    const result = try collapseBreakdownAtGranularity(allocator, &items, .fine, 100_000.0);
+    defer allocator.free(result);
+
+    // 3 input rows → 3 output rows (no collapsing at fine).
+    try std.testing.expectEqual(@as(usize, 3), result.len);
+    // Output sorted by value descending.
+    try std.testing.expectEqualStrings("Debt / Corporate", result[0].label);
+    try std.testing.expectApproxEqAbs(@as(f64, 50_000), result[0].value, 1.0);
+}
+
+test "collapseBreakdownAtGranularity: empty input -> empty output" {
+    const allocator = std.testing.allocator;
+    const items = [_]BreakdownItem{};
+    const result = try collapseBreakdownAtGranularity(allocator, &items, .mid, 100_000.0);
+    defer allocator.free(result);
+    try std.testing.expectEqual(@as(usize, 0), result.len);
+}
+
+test "collapseBreakdownAtGranularity: total values preserved through collapse" {
+    // Sum of output values must equal sum of input values
+    // (modulo float rounding).
+    const allocator = std.testing.allocator;
+    const items = [_]BreakdownItem{
+        .{ .label = "Debt / Corporate", .weight = 0.40, .value = 40.0 },
+        .{ .label = "Loan / Corporate", .weight = 0.20, .value = 20.0 },
+        .{ .label = "Asset-Backed / Corporate Mortgage", .weight = 0.15, .value = 15.0 },
+        .{ .label = "Equity / Corporate", .weight = 0.20, .value = 20.0 },
+        .{ .label = "Technology", .weight = 0.05, .value = 5.0 },
+    };
+    const result = try collapseBreakdownAtGranularity(allocator, &items, .mid, 100.0);
+    defer allocator.free(result);
+
+    var total: f64 = 0;
+    for (result) |item| total += item.value;
+    try std.testing.expectApproxEqAbs(@as(f64, 100.0), total, 0.01);
+}
+
 /// Map an `asset_class` string to one of the four asset-category
 /// buckets. Used as a fallback when a classification entry has
 /// no `sector` but does have an `asset_class` (legacy
diff --git a/src/commands/analysis.zig b/src/commands/analysis.zig
index 93ab330..ac05d70 100644
--- a/src/commands/analysis.zig
+++ b/src/commands/analysis.zig
@@ -5,14 +5,16 @@ const framework = @import("framework.zig");
 const fmt = cli.fmt;
 const Money = @import("../Money.zig");
 
-pub const ParsedArgs = struct {};
+pub const ParsedArgs = struct {
+    sector_detail: zfin.analysis.Granularity = .mid,
+};
 
 pub const meta: framework.Meta = .{
     .name = "analysis",
     .group = .portfolio,
     .synopsis = "Show portfolio breakdowns by asset class, sector, geo, account, tax type",
     .help =
-    \\Usage: zfin analysis
+    \\Usage: zfin analysis [opts]
     \\
     \\Show portfolio analysis: equities/fixed-income split, plus
     \\block-bar breakdowns by asset class, sector, geographic
@@ -20,24 +22,47 @@ pub const meta: framework.Meta = .{
     \\`metadata.srf` and account tax types from `accounts.srf`
     \\(both in the same directory as the portfolio file).
     \\
+    \\Options:
+    \\  --sector-detail LEVEL    Sector display granularity:
+    \\                             coarse  - 4 buckets (Equity / Fixed Income / Cash / Other)
+    \\                             mid     - ~12 buckets (default; collapses NPORT-P sub-flavors)
+    \\                             fine    - raw NPORT-P breakdown (every Debt / X variant separate)
+    \\
     \\Run `zfin enrich <portfolio.srf> > metadata.srf` to bootstrap
     \\classifications, then edit by hand.
     \\
     ,
     .uppercase_first_arg = false,
-    .user_errors = error{UnexpectedArg},
+    .user_errors = error{ UnexpectedArg, InvalidSectorDetail },
 };
 
 pub fn parseArgs(ctx: *framework.RunCtx, cmd_args: []const []const u8) !ParsedArgs {
-    if (cmd_args.len > 0) {
-        cli.stderrPrint(ctx.io, "Error: 'analysis' takes no arguments\n");
-        return error.UnexpectedArg;
+    var parsed: ParsedArgs = .{};
+    var i: usize = 0;
+    while (i < cmd_args.len) : (i += 1) {
+        if (std.mem.eql(u8, cmd_args[i], "--sector-detail") and i + 1 < cmd_args.len) {
+            i += 1;
+            const value = cmd_args[i];
+            if (std.mem.eql(u8, value, "coarse")) {
+                parsed.sector_detail = .coarse;
+            } else if (std.mem.eql(u8, value, "mid")) {
+                parsed.sector_detail = .mid;
+            } else if (std.mem.eql(u8, value, "fine")) {
+                parsed.sector_detail = .fine;
+            } else {
+                cli.stderrPrint(ctx.io, "Error: --sector-detail must be one of: coarse, mid, fine\n");
+                return error.InvalidSectorDetail;
+            }
+        } else {
+            cli.stderrPrint(ctx.io, "Error: 'analysis' takes no positional arguments\n");
+            return error.UnexpectedArg;
+        }
     }
-    return .{};
+    return parsed;
 }
 
 /// CLI `analysis` command: show portfolio analysis breakdowns.
-pub fn run(ctx: *framework.RunCtx, _: ParsedArgs) !void {
+pub fn run(ctx: *framework.RunCtx, parsed: ParsedArgs) !void {
     const svc = ctx.svc orelse return error.MissingDataService;
     const io = ctx.io;
     const allocator = ctx.allocator;
@@ -133,6 +158,20 @@ pub fn run(ctx: *framework.RunCtx, _: ParsedArgs) !void {
     else
         anchor_path;
 
+    // Re-aggregate the Sector breakdown at the user's chosen
+    // granularity. `analyze` produces fine-grained NPORT-P + GICS
+    // labels; the user picks coarse / mid / fine via
+    // `--sector-detail`. Mid is the default — most useful for
+    // most users.
+    const collapsed_sector = try zfin.analysis.collapseBreakdownAtGranularity(
+        allocator,
+        result.sector,
+        parsed.sector_detail,
+        pf_data.summary.total_value,
+    );
+    allocator.free(result.sector);
+    result.sector = collapsed_sector;
+
     try display(result, split.stock_pct, split.bond_pct, split.cash_pct, pf_data.summary.total_value, display_label, color, out);
 }
 
diff --git a/src/providers/Wikidata.zig b/src/providers/Wikidata.zig
index 8ce9c1d..847400b 100644
--- a/src/providers/Wikidata.zig
+++ b/src/providers/Wikidata.zig
@@ -230,19 +230,11 @@ fn buildQuery(allocator: std.mem.Allocator, symbols: []const []const u8) ![]u8 {
 /// industry label to one of these buckets so the user gets a
 /// stable sector choice rather than whichever sub-industry
 /// SPARQL surfaced first.
-pub const sector = struct {
-    pub const technology = "Technology";
-    pub const communication_services = "Communication Services";
-    pub const consumer_cyclical = "Consumer Cyclical";
-    pub const consumer_defensive = "Consumer Defensive";
-    pub const healthcare = "Healthcare";
-    pub const financial_services = "Financial Services";
-    pub const energy = "Energy";
-    pub const industrials = "Industrials";
-    pub const basic_materials = "Basic Materials";
-    pub const real_estate = "Real Estate";
-    pub const utilities = "Utilities";
-};
+///
+/// Lives in `models/classification.zig` so multiple producers
+/// share one taxonomy. Re-exported here for back-compat with
+/// existing internal references.
+pub const sector = classification.sector;
 
 /// Map a Wikidata `wdt:P452` industry label (lowercase or mixed
 /// case) to one of the canonical sectors. Returns null if no
diff --git a/src/tui/analysis_tab.zig b/src/tui/analysis_tab.zig
index 3857bdb..c9af8e7 100644
--- a/src/tui/analysis_tab.zig
+++ b/src/tui/analysis_tab.zig
@@ -10,11 +10,14 @@ const StyledLine = tui.StyledLine;
 
 // ── Tab-local action enum ─────────────────────────────────────
 //
-// Analysis has no tab-local keybinds today — it's a read-only
-// breakdown view. Refresh is global. Empty enum is the explicit
-// placeholder.
+// Cycle the Sector breakdown's display granularity through
+// coarse → mid → fine → coarse. Default tier is mid (~12-16
+// buckets, NPORT-P sub-flavors collapsed but GICS sectors
+// distinct). Coarse delegates to the same 4-bucket shape as
+// the Asset Category section. Fine is the raw NPORT-P
+// breakdown (every Debt / X variant separate).
 
-pub const Action = enum {};
+pub const Action = enum { cycle_sector_granularity };
 
 // ── Tab-private state ─────────────────────────────────────────
 
@@ -30,15 +33,25 @@ pub const State = struct {
     /// tab consumes it. Loaded lazily on first activation; freed
     /// in `deinit`.
     classification_map: ?zfin.classification.ClassificationMap = null,
+    /// Sector display granularity. Cycled via `cycle_sector_granularity`
+    /// action. Default `mid` matches the CLI default
+    /// (`zfin analysis` without `--sector-detail`).
+    sector_granularity: zfin.analysis.Granularity = .mid,
 };
 
 // ── Tab framework contract ────────────────────────────────────
 
 pub const meta: framework.TabMeta(Action) = .{
     .label = "Analysis",
-    .default_bindings = &.{},
-    .action_labels = std.enums.EnumArray(Action, []const u8).initFill(""),
-    .status_hints = &.{},
+    .default_bindings = &.{
+        .{ .action = .cycle_sector_granularity, .key = .{ .codepoint = 'm' } },
+    },
+    .action_labels = std.enums.EnumArray(Action, []const u8).init(.{
+        .cycle_sector_granularity = "Cycle sector granularity (coarse / mid / fine)",
+    }),
+    .status_hints = &.{
+        .cycle_sector_granularity,
+    },
 };
 
 pub const tab = struct {
@@ -83,9 +96,19 @@ pub const tab = struct {
     pub const tick = framework.noopTick(State);
 
     pub fn handleAction(state: *State, app: *App, action: Action) void {
-        _ = state;
         _ = app;
-        switch (action) {}
+        switch (action) {
+            .cycle_sector_granularity => {
+                // coarse → mid → fine → coarse. The display layer
+                // re-aggregates `result.sector` through the new
+                // granularity on the next render.
+                state.sector_granularity = switch (state.sector_granularity) {
+                    .coarse => .mid,
+                    .mid => .fine,
+                    .fine => .coarse,
+                };
+            },
+        }
     }
 
     /// Analysis requires a loaded portfolio file (the breakdown
@@ -184,7 +207,7 @@ pub fn buildStyledLines(state: *State, app: *App, arena: std.mem.Allocator) ![]c
             cash_pct = split.cash_pct;
         }
     }
-    return renderAnalysisLines(arena, app.theme, state.result, stock_pct, bond_pct, cash_pct, total_value);
+    return renderAnalysisLines(arena, app.theme, state.result, stock_pct, bond_pct, cash_pct, total_value, state.sector_granularity);
 }
 
 /// Render analysis tab content. Pure function — no App dependency.
@@ -196,6 +219,7 @@ pub fn renderAnalysisLines(
     bond_pct: f64,
     cash_pct: f64,
     total_value: f64,
+    sector_granularity: zfin.analysis.Granularity,
 ) ![]const StyledLine {
     var lines: std.ArrayList(StyledLine) = .empty;
 
@@ -231,14 +255,43 @@ pub fn renderAnalysisLines(
     const bar_width: usize = 30;
     const label_width: usize = 24;
 
-    const sections = zfin.analysis.breakdownSections(&result);
+    // Re-aggregate the Sector breakdown at the chosen granularity.
+    // The arena allocator owns the result for this frame; freed
+    // when the frame ends.
+    const collapsed_sector = try zfin.analysis.collapseBreakdownAtGranularity(
+        arena,
+        result.sector,
+        sector_granularity,
+        total_value,
+    );
+    // Produce a per-frame copy of the result with the rebucketed
+    // sector slice. Other fields are aliased; we don't free the
+    // original sector slice — that lives on `state.result` and
+    // gets freed at tab.deinit time.
+    const display_result: zfin.analysis.AnalysisResult = .{
+        .asset_category = result.asset_category,
+        .asset_class = result.asset_class,
+        .sector = collapsed_sector,
+        .geo = result.geo,
+        .account = result.account,
+        .tax_type = result.tax_type,
+        .unclassified = result.unclassified,
+        .total_value = result.total_value,
+    };
+
+    const sections = zfin.analysis.breakdownSections(&display_result);
 
     for (sections, 0..) |sec, si| {
         if (si > 0 and sec.items.len == 0) continue;
         if (si > 0) try lines.append(arena, .{ .text = "", .style = th.contentStyle() });
         // Indent the title (renderer-level, not baked into the
-        // section's title string).
-        const title_text = try std.fmt.allocPrint(arena, "  {s}", .{sec.title});
+        // section's title string). For the Sector section,
+        // append the current granularity in parens so the user
+        // knows what the `g` hot-key cycled to.
+        const title_text = if (std.mem.eql(u8, sec.title, "Sector (Equities)"))
+            try std.fmt.allocPrint(arena, "  Sector ({s} — press 'm' to cycle)", .{granularityLabel(sector_granularity)})
+        else
+            try std.fmt.allocPrint(arena, "  {s}", .{sec.title});
         try lines.append(arena, .{ .text = title_text, .style = th.headerStyle() });
         try lines.append(arena, .{ .text = "", .style = th.contentStyle() });
         for (sec.items) |item| {
@@ -259,6 +312,16 @@ pub fn renderAnalysisLines(
     return lines.toOwnedSlice(arena);
 }
 
+/// Display label for a granularity tier, used in the Sector
+/// section title.
+fn granularityLabel(g: zfin.analysis.Granularity) []const u8 {
+    return switch (g) {
+        .coarse => "coarse",
+        .mid => "mid",
+        .fine => "fine",
+    };
+}
+
 pub fn fmtBreakdownLine(arena: std.mem.Allocator, item: zfin.analysis.BreakdownItem, bar_width: usize, label_width: usize) ![]const u8 {
     const pct = item.weight * 100.0;
     const bar = try buildBlockBar(arena, item.weight, bar_width);
@@ -347,7 +410,7 @@ test "renderAnalysisLines with data" {
         .unclassified = &.{},
         .total_value = 200000,
     };
-    const lines = try renderAnalysisLines(arena, th, result, 0.80, 0.15, 0.05, 200000);
+    const lines = try renderAnalysisLines(arena, th, result, 0.80, 0.15, 0.05, 200000, .mid);
     // Should have header section + asset class items
     try testing.expect(lines.len >= 5);
     // Find "Portfolio Analysis" header
@@ -373,7 +436,7 @@ test "renderAnalysisLines no data" {
     const arena = arena_state.allocator();
     const th = theme.default_theme;
 
-    const lines = try renderAnalysisLines(arena, th, null, 0, 0, 0, 0);
+    const lines = try renderAnalysisLines(arena, th, null, 0, 0, 0, 0, .mid);
     try testing.expectEqual(@as(usize, 5), lines.len);
     try testing.expect(std.mem.indexOf(u8, lines[3].text, "No analysis data") != null);
 }
@@ -387,4 +450,109 @@ test "tab.init produces zero-defaulted state" {
     try testing.expectEqual(false, state.loaded);
     try testing.expect(state.result == null);
     try testing.expect(state.classification_map == null);
+    // Default sector granularity is mid (matches CLI default).
+    try testing.expectEqual(zfin.analysis.Granularity.mid, state.sector_granularity);
+}
+
+test "handleAction cycles sector granularity coarse → mid → fine → coarse" {
+    var state: State = .{};
+    var dummy_app: tui.App = undefined; // handleAction doesn't touch app
+
+    // mid → fine
+    try testing.expectEqual(zfin.analysis.Granularity.mid, state.sector_granularity);
+    tab.handleAction(&state, &dummy_app, .cycle_sector_granularity);
+    try testing.expectEqual(zfin.analysis.Granularity.fine, state.sector_granularity);
+    // fine → coarse
+    tab.handleAction(&state, &dummy_app, .cycle_sector_granularity);
+    try testing.expectEqual(zfin.analysis.Granularity.coarse, state.sector_granularity);
+    // coarse → mid (full cycle)
+    tab.handleAction(&state, &dummy_app, .cycle_sector_granularity);
+    try testing.expectEqual(zfin.analysis.Granularity.mid, state.sector_granularity);
+}
+
+test "renderAnalysisLines: granularity label appears in Sector section title" {
+    var arena_state = std.heap.ArenaAllocator.init(testing.allocator);
+    defer arena_state.deinit();
+    const arena = arena_state.allocator();
+    const th = theme.default_theme;
+
+    var sector = [_]zfin.analysis.BreakdownItem{
+        .{ .label = "Equity / Corporate", .weight = 0.80, .value = 80_000 },
+        .{ .label = "Debt / Corporate", .weight = 0.20, .value = 20_000 },
+    };
+    const result = zfin.analysis.AnalysisResult{
+        .asset_category = &.{},
+        .asset_class = &.{},
+        .sector = &sector,
+        .geo = &.{},
+        .account = &.{},
+        .tax_type = &.{},
+        .unclassified = &.{},
+        .total_value = 100_000,
+    };
+
+    // mid label
+    {
+        const lines = try renderAnalysisLines(arena, th, result, 0.80, 0.20, 0.0, 100_000, .mid);
+        var found_mid = false;
+        for (lines) |l| {
+            if (std.mem.indexOf(u8, l.text, "Sector (mid") != null) found_mid = true;
+        }
+        try testing.expect(found_mid);
+    }
+    // fine label
+    {
+        const lines = try renderAnalysisLines(arena, th, result, 0.80, 0.20, 0.0, 100_000, .fine);
+        var found_fine = false;
+        for (lines) |l| {
+            if (std.mem.indexOf(u8, l.text, "Sector (fine") != null) found_fine = true;
+        }
+        try testing.expect(found_fine);
+    }
+    // coarse label
+    {
+        const lines = try renderAnalysisLines(arena, th, result, 0.80, 0.20, 0.0, 100_000, .coarse);
+        var found_coarse = false;
+        for (lines) |l| {
+            if (std.mem.indexOf(u8, l.text, "Sector (coarse") != null) found_coarse = true;
+        }
+        try testing.expect(found_coarse);
+    }
+}
+
+test "renderAnalysisLines: mid granularity collapses Debt rows" {
+    var arena_state = std.heap.ArenaAllocator.init(testing.allocator);
+    defer arena_state.deinit();
+    const arena = arena_state.allocator();
+    const th = theme.default_theme;
+
+    // Two Debt rows that should collapse to one Bonds row at mid.
+    var sector = [_]zfin.analysis.BreakdownItem{
+        .{ .label = "Debt / Corporate", .weight = 0.40, .value = 40_000 },
+        .{ .label = "Debt / US Treasury", .weight = 0.30, .value = 30_000 },
+        .{ .label = "Equity / Corporate", .weight = 0.30, .value = 30_000 },
+    };
+    const result = zfin.analysis.AnalysisResult{
+        .asset_category = &.{},
+        .asset_class = &.{},
+        .sector = &sector,
+        .geo = &.{},
+        .account = &.{},
+        .tax_type = &.{},
+        .unclassified = &.{},
+        .total_value = 100_000,
+    };
+
+    const lines = try renderAnalysisLines(arena, th, result, 0.30, 0.70, 0.0, 100_000, .mid);
+
+    // At mid, Bonds appears (collapsed) and the individual Debt
+    // rows do NOT appear.
+    var has_bonds_row = false;
+    var has_raw_treasury = false;
+    for (lines) |l| {
+        if (std.mem.indexOf(u8, l.text, "Bonds") != null and std.mem.indexOf(u8, l.text, "70.0%") != null) has_bonds_row = true;
+        if (std.mem.indexOf(u8, l.text, "Debt / US Treasury") != null) has_raw_treasury = true;
+    }
+    try testing.expect(has_bonds_row);
+    try testing.expect(!has_raw_treasury);
 }