Strategy vs Benchmark

Compare your strategy against any market benchmark to determine if you're generating genuine alpha — or just riding the market. AlgoChef aligns your equity curve with benchmark price data and calculates institutional-grade comparison metrics.

Available Benchmarks

AlgoChef includes 15+ benchmarks across multiple asset classes:

  • Equity Indices — ES (S&P 500), NQ (Nasdaq 100), YM (Dow Jones), IWM (Russell 2000)
  • Commodities — GC (Gold), HG (Copper), CL (Crude Oil), NG (Natural Gas), DBC (Commodity Index)
  • Crypto — BTCUSD, ETHUSD, SOLUSD
  • Forex — USDEUR, USDJPY, USDGBP, USDCAD, USDCHF, USDAUD
  • Other — DX (Dollar Index)

Scorecard Metrics

The benchmark scorecard provides these key comparison metrics:

MetricWhat It Tells You
Alpha (Annualized)Excess return after adjusting for market risk
BetaMarket sensitivity (0 = market-neutral)
CorrelationHow much your strategy moves with the market
Information RatioRisk-adjusted outperformance
OutperformanceCumulative return difference

Equity Curve Overlay

The equity curve overlay rebases both strategy and benchmark returns to a common starting point, with a shaded alpha area showing periods of outperformance and underperformance.

Drawdown Comparison

Side-by-side drawdown curves let you see how your strategy behaves during market stress compared to the benchmark. Key metrics include Max Drawdown, Average Drawdown, Max DD Duration, and Recovery Days.

Capture Ratios

Capture ratios reveal how your strategy behaves in up vs down markets:

MetricIdealWhat It Means
Up-Capture> 100%Captures more than 100% of benchmark gains
Down-Capture< 100%Absorbs less than 100% of benchmark losses
Capture Ratio> 1.0Positive asymmetry — captures more upside than downside

Rolling Analysis

Rolling windows (60-day and 252-day) track how alpha, beta, and correlation change over time. Consistent alpha = real edge. Concentrated alpha = episodic outperformance that may not persist.

Calendar Period Comparison

Monthly and yearly return heatmaps let you compare strategy vs benchmark performance across calendar periods. Win rate vs benchmark shows how often your strategy beats the benchmark on a monthly and yearly basis.

Risk-Adjusted Comparison

A comprehensive table comparing risk-adjusted metrics between strategy and benchmark, including Sharpe Ratio, Sortino Ratio, Calmar Ratio, Ulcer Index, and more.

Statistical Significance

AlgoChef tests whether your outperformance is statistically significant or could be attributed to luck:

ResultMeaning
SignificantStrong evidence your alpha is real
InconclusiveSome signs of outperformance, but not enough data to confirm
No EdgeNo statistically meaningful outperformance detected

Metrics include P-Value, T-Statistic, 95% Confidence Interval for annualized alpha, and Outperformance Consistency (% of rolling windows with positive alpha).

Tip

For the best benchmark comparison, choose a benchmark that matches your strategy's asset class. Comparing an ES strategy against the ES benchmark reveals true alpha; comparing it against Gold may show spurious outperformance.

What Is Alpha in Trading?

Alpha is the return your strategy generates above what you'd earn from simply holding the benchmark. If your strategy returns 20% and the market returns 15%, your alpha is roughly 5%. But raw alpha can be misleading — AlgoChef calculates risk-adjusted alpha that accounts for how much market risk (beta) your strategy takes on.

A strategy with high alpha and low beta is the ideal: strong returns that don't depend on the market going up.

  • Crisis Dependency — Wondering if your alpha is concentrated in crisis periods? Crisis Dependency Analysis reveals whether your outperformance is consistent or episodic
  • Monte Carlo Simulation — Stress-test your strategy's robustness beyond benchmark comparison
  • Head-to-Head — Compare multiple strategies against each other, not just against benchmarks

Tip

Ready to find out if your alpha is real? Start your free trial — no credit card required.