v5

latestOpenAPI 3.1.0Proprietary2026-08-031,5423,1505.5 MB

Finance

Fama-French US portfolio returns

US-equity sorted/industry portfolio returns from the Ken French Data Library. Pick a portfolio file (e.g. portfolios_formed_on_me, 6_portfolios_2x3, 25_portfolios_5x5, 49_industry_portfolios), a measure (value / equal weighted returns, number_of_firms, firm_size) and a frequency (monthly / annual). Daily and weekly portfolio files return their native frequency. See /fama-french/portfolio-catalog for the 119 valid portfolio labels.

get/api/v1/fama-french/us-portfolio

Query parameters

portfoliostring

US portfolio label.

measurestring

value, equal, number_of_firms, firm_size

frequencystring

monthly, annual (ignored for daily/weekly files)

limitinteger

Number of most-recent periods.

Response

Wide records: one row per period with a column per portfolio formation.

dataStubData required

Response shape not yet documented; fields are returned as-is.

Example response

{
  "meta": {
    "endpoint": "/api/v1/fred/us/cpi",
    "data_time": "2026-04-16T14:30:00Z",
    "response_time": "2026-04-16T14:30:12Z",
    "provider": "Sugra API v1.0.1",
    "source": "sugra_crypto",
    "attribution": "Short interest and Reg SHO daily short volume data is owned by and sourced from FINRA (Financial Industry Regulatory Authority).",
    "fallback_chain": [
      "sugra_crypto",
      "sugra_finance"
    ]
  }
}