【求助】如何求多空，多头，空头策略的超额收益

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各位大佬好！

根据我要做的论文， 目前我按照美股上市公司的资产增长率将公司十等分，, 算出了每个decile里的价值加权组合收益 ，取decile 10 和decile 1 做long short strategy, 求问如何算出多空，多头，空头策略的超额收益？ 此处超额收益为超出无风险利率的收益。

先提前谢过好心大佬的帮组！

数据如下：

1. [CODE]
   
2. * Example generated by -dataex-. To install: ssc install dataex
   
3. clear
   
4. input double(Long_ASSET_GROWTH Short_ASSET_GROWTH Spread_ASSET_GROWTH) long YYYYMM double RF
   
5. .025544   .04717 -.021626301 196508 .33
   
6. .031467  .027085 .0043817087 196509 .31
   
7. .033163  .042983  -.00982043 196510 .31
   
8. .009681   .01534 -.005658849 196511 .35
   
9. .006596 -.007789 .0143857896 196512 .33
   
10. .018298  .016698 .0015997936 196601 .38
    
11. -.022462  .041945 -.064407556 196602 .35
    
12. -.039413 -.006159 -.033254498 196603 .38
    
13. .006685  .051314 -.044628815 196604 .34
    
14. -.052429 -.077889 .0254596622 196605 .41
    
15. -.016728  .013654 -.030382904 196606 .38
    
16. -.025957 -.035833 .0098765689 196607 .35
    
17. -.087228 -.113728 .0264997769 196608 .41
    
18. -.00865  -.02744 .0187895916 196609  .4
    
19. .011784  .031095 -.019310315 196610 .45
    
20. .004083  .112453 -.108370846 196611  .4
    
21. .052091 -.033282 .0853727857 196612  .4
    
22. .112294  .096058 .0162357096 196701 .43
    
23. .026969  .026363 .0006060219 196702 .36
    
24. .040365  .051626 -.011261332 196703 .39
    
25. .006974  .074095 -.067120626 196704 .32
    
26. -.019342 -.039716 .0203737767 196705 .33
    
27. .023947  .032773 -.008826635 196706 .27
    
28. .076548  .044526 .0320219277 196707 .31
    
29. -.000919 -.018515  .017596189 196708 .31
    
30. .020621  .025278 -.004656939 196709 .32
    
31. -.051045  .013333 -.064377672 196710 .39
    
32. -.008611  .020701 -.029311177 196711 .36
    
33. .041351  .032034 .0093172371 196712 .33
    
34. .025672 -.097703 .1233754291 196801  .4
    
35. -.035667 -.054961 .0192942927 196802 .39
    
36. -.013038  .019106 -.032143419 196803 .38
    
37. .113277  .143316 -.030038955 196804 .43
    
38. .038991  .041246 -.002255098 196805 .45
    
39. .006354 -.013368 .0197224846 196806 .43
    
40. -.002683 -.069652 .0669697528 196807 .48
    
41.   .02904  .016202 .0128380493 196808 .42
    
42. .077739  .048254 .0294851441 196809 .43
    
43. .028261 -.018594 .0468548978 196810 .44
    
44.   .03802  .082262  -.04424187 196811 .42
    
45. .001592 -.027162 .0287535686 196812 .43
    
46. -.007095 -.026188 .0190933745 196901 .53
    
47. -.062939 -.092065 .0291255664 196902 .46
    
48. .022052  .021344  .000707306 196903 .46
    
49. .022258  .016057 .0062007525 196904 .53
    
50. -.004769 -.008336 .0035668164 196905 .48
    
51. -.091536 -.114178 .0226417335 196906 .51
    
52. -.059162 -.108075 .0489124316 196907 .53
    
53. .025828  .092194 -.066366478 196908  .5
    
54. -.017918 -.028554 .0106359353 196909 .62
    
55. .071455  .092658 -.021202718 196910  .6
    
56. -.054522 -.045208 -.009313668 196911 .52
    
57. -.04356 -.021683 -.021876661 196912 .64
    
58. -.063942 -.125238 .0612965824 197001  .6
    
59. .055694  .053645 .0020488807 197002 .62
    
60. .008782 -.034518 .0432995435 197003 .57
    
61. -.105912 -.196813 .0909006048 197004  .5
    
62. -.082604 -.080848 -.001756232 197005 .53
    
63. -.030105 -.104978 .0748723088 197006 .58
    
64.   .08212  .068708 .0134121109 197007 .52
    
65. .044434  .074765 -.030331239 197008 .53
    
66. .047073  .098634 -.051561096 197009 .54
    
67. -.040765   -.0305 -.010265412 197010 .46
    
68. .050288  .042823 .0074644288 197011 .46
    
69. .063758  .039404 .0243546493 197012 .42
    
70. .107561  .087458 .0201030285 197101 .38
    
71. .011884   .00664 .0052434954 197102 .33
    
72. .052775  .065976 -.013201353 197103  .3
    
73. .029123  .042514 -.013391308 197104 .28
    
74. -.053204 -.029553 -.023650931 197105 .29
    
75. -.03347  .020281  -.05375113 197106 .37
    
76. -.04771 -.052821 .0051115094 197107  .4
    
77. .087182  .045279 .0419039375 197108 .47
    
78. -.010544 -.005577 -.004967416 197109 .37
    
79. -.059343 -.057401 -.001942588 197110 .37
    
80. .002244  .004352 -.002107509 197111 .37
    
81. .061028  .113099 -.052071017 197112 .37
    
82. .030826  .043557 -.012731505 197201 .29
    
83. .006926  .049825 -.042899641 197202 .25
    
84. .039166 -.000519 .0396842198 197203 .27
    
85. -.027636  .026588 -.054224112 197204 .29
    
86. -.000316  .005277  -.00559359 197205  .3
    
87. -.036925 -.023473 -.013451557 197206 .29
    
88. -.023281 -.024071 .0007901208 197207 .31
    
89. .042269   .02564 .0166283101 197208 .29
    
90. -.041169 -.014517 -.026652257 197209 .34
    
91. .001893 -.019607 .0215000288 197210  .4
    
92. .068461  .073302 -.004840885 197211 .37
    
93. -.028092  .011998 -.040089934 197212 .37
    
94. -.045909  -.05943 .0135213833 197301 .44
    
95. -.053629  -.07106 .0174315808 197302 .41
    
96. -.014039  -.02638 .0123412467 197303 .46
    
97. -.043115 -.075708 .0325930214 197304 .52
    
98. -.039899 -.065373 .0254747189 197305 .51
    
99. -.006763  -.03464 .0278765561 197306 .51
    
100. .053643  .131069  -.07742548 197307 .64
     
101. -.025432 -.035256  .009824179 197308  .7
     
102.   .07899  .098098  -.01910833 197309 .68
     
103. .025003 -.015394  .040397218 197310 .65
     
104. -.132525 -.178926 .0464007549 197311 .56
     
105. end

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