Fama-French US portfolio returns

GET

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

Last modified:2026-07-19 17:02:27

Maintainer:Not configured

OperationId:fama_french_us_portfolio

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.

Request

Authorization

API Key

Add parameter in header

x-api-key

Example:

x-api-key: ********************

Query Params

Header Params

Request Code Samples

Shell

JavaScript

Java

Swift

PHP

Python

HTTP

Objective-C

Ruby

OCaml

Dart

curl --location 'https://sugra.ai/api/v1/fama-french/us-portfolio?portfolio=portfolios_formed_on_me&measure=value&frequency=monthly&limit=60' \
--header 'x-api-key: <api-key>'

Responses

🟢200OK

application/json

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

Bodyapplication/json

Example

{
    "data": {
        "property1": "string",
        "property2": "string"
    },
    "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": "string",
        "attribution": "string",
        "fallback_used": true,
        "fallback_chain": [
            "string"
        ],
        "cached": true,
        "stale": true
    }
}

🟠401Unauthorized

🟠422Parameter Error

🟠429

🔴503Service Unavailable

Modified at 2026-07-19 17:02:27

Available Fama-French datasets

Fama-French regional portfolio returns