feat: ticker search, watchlist momentum column, alpha vs S&P 500

Three usability fixes:

1. Global ticker search in the sidebar (TickerSearch) — typeahead over the
   tracked universe that opens a ticker's detail page without adding it to the
   watchlist. Also wired into the mobile nav.

2. Watchlist table shows the ticker's 12-1 momentum percentile (the top-pick
   selector) instead of the noisy full S/R-level list. Enriched from the setup
   already loaded in watchlist_service._enrich_entry — no extra query.

3. Alpha vs the S&P 500 on paper trades (open + closed). New benchmark_prices
   table + benchmark_service store SPY daily closes (a standalone series, not a
   Ticker, so it never enters the scanner / momentum ranking / rankings) via a
   new daily-pipeline step. paper_trade_service computes per-trade
   benchmark_return / alpha_pct / alpha_usd over each holding period; the open-
   trades table, dashboard, and closed-trades panel surface per-trade and total
   alpha. The list read path never makes a provider call.

Deploy: alembic upgrade head, then run the benchmark/daily job once to populate
SPY closes (alpha shows "—" until then).

Co-Authored-By: Claude Opus 4.8 <noreply@anthropic.com>

app/services/paper_trade_service.py

@@ -2,7 +2,7 @@
 
 from __future__ import annotations
 
-from datetime import datetime, timezone
+from datetime import date, datetime, timezone
 
 from sqlalchemy import and_, func, select
 from sqlalchemy.ext.asyncio import AsyncSession
@@ -11,6 +11,7 @@ from app.exceptions import NotFoundError, ValidationError
 from app.models.ohlcv import OHLCVRecord
 from app.models.paper_trade import PaperTrade
 from app.models.ticker import Ticker
+from app.services import benchmark_service
 from app.services.outcome_service import (
     OUTCOME_AMBIGUOUS,
     OUTCOME_STOP_HIT,
@@ -85,7 +86,34 @@ async def create_trade(
     return trade
 
 
-def _to_dict(trade: PaperTrade, symbol: str, current_price: float | None) -> dict:
+def _to_dict(
+    trade: PaperTrade,
+    symbol: str,
+    current_price: float | None,
+    benchmark_closes: dict[date, float] | None = None,
+) -> dict:
+    # For open trades, mark to market; for closed, the realized exit price.
+    ref = current_price if trade.status == "open" else trade.close_price
+
+    # Alpha = trade return − benchmark (SPY) return over the same holding period.
+    benchmark_return = None
+    alpha_pct = None
+    alpha_usd = None
+    if ref is not None and trade.entry_price and benchmark_closes:
+        sign = 1.0 if trade.direction == "long" else -1.0
+        trade_return = (ref - trade.entry_price) / trade.entry_price * 100.0 * sign
+        as_of = (
+            trade.closed_at.date()
+            if trade.status == "closed" and trade.closed_at is not None
+            else date.today()
+        )
+        benchmark_return = benchmark_service.benchmark_return_pct(
+            benchmark_closes, trade.opened_at.date(), as_of
+        )
+        if benchmark_return is not None:
+            alpha_pct = trade_return - benchmark_return
+            alpha_usd = alpha_pct / 100.0 * trade.entry_price * trade.shares
+
     return {
         "id": trade.id,
         "symbol": symbol,
@@ -98,8 +126,10 @@ def _to_dict(trade: PaperTrade, symbol: str, current_price: float | None) -> dic
         "opened_at": trade.opened_at,
         "close_price": trade.close_price,
         "closed_at": trade.closed_at,
-        # For open trades, mark to market; for closed, the realized exit price.
-        "current_price": current_price if trade.status == "open" else trade.close_price,
+        "current_price": ref,
+        "benchmark_return_pct": benchmark_return,
+        "alpha_pct": alpha_pct,
+        "alpha_usd": alpha_usd,
     }
 
 
@@ -120,7 +150,13 @@ async def list_trades(
     rows = (await db.execute(stmt)).all()
     open_ids = {t.ticker_id for t, _ in rows if t.status == "open"}
     prices = await _latest_closes(db, open_ids)
-    return [_to_dict(t, sym, prices.get(t.ticker_id)) for t, sym in rows]
+
+    # Benchmark closes for alpha — populated by the daily/benchmark job. Empty until
+    # that runs once, in which case alpha is simply left unset (a read path never
+    # makes a provider call).
+    benchmark_closes = await benchmark_service.load_benchmark_closes(db)
+
+    return [_to_dict(t, sym, prices.get(t.ticker_id), benchmark_closes) for t, sym in rows]
 
 
 async def close_trade(