区间收益+26.19%
区间年化+3.55%
最大回撤-44.75%
日度记录1,619
累计收益路径
与策略对比页相同的交互曲线
首个归档交易日归一化为 0%；可滚轮缩放、拖拽平移或使用底部滑块。精确净值仍以日度表和 CSV 为准。
正在读取归档曲线…
当前查看的是 单一归档区间：源文件只覆盖 2020-01-02 至 2026-09-04，并非完整策略回测。
年度拆分
年度收益
| 年度 | 收益率 | 计量区间 |
|---|---|---|
| 2020 | +31.11% | 2020-01-02 — 2020-12-31 |
| 2021 | -4.32% | 2020-12-31 — 2021-12-31 |
| 2022 | -21.68% | 2021-12-31 — 2022-12-30 |
| 2023 | -10.43% | 2022-12-30 — 2023-12-29 |
| 2024 | +18.39% | 2023-12-29 — 2024-12-31 |
| 2025 | +21.49% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.30% | 2025-12-31 — 2026-09-04 |
可追溯明细
日度净值
原档案净值 · 人民币元。 当前显示第 27 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-05-20 | 104,405.97 |
| 2025-05-21 | 104,846.50 |
| 2025-05-22 | 104,791.43 |
| 2025-05-23 | 103,992.97 |
| 2025-05-26 | 103,414.77 |
| 2025-05-27 | 102,836.57 |
| 2025-05-28 | 102,726.44 |
| 2025-05-29 | 103,387.24 |
| 2025-05-30 | 103,194.50 |
| 2025-06-03 | 103,139.44 |
| 2025-06-04 | 103,607.50 |
| 2025-06-05 | 103,882.83 |
| 2025-06-06 | 103,937.90 |
| 2025-06-09 | 104,185.70 |
| 2025-06-10 | 103,552.44 |
| 2025-06-11 | 104,433.50 |
| 2025-06-12 | 104,488.57 |
| 2025-06-13 | 103,772.70 |
| 2025-06-16 | 104,048.03 |
| 2025-06-17 | 104,020.50 |
| 2025-06-18 | 104,103.10 |
| 2025-06-19 | 103,249.57 |
| 2025-06-20 | 103,387.24 |
| 2025-06-23 | 103,745.17 |
| 2025-06-24 | 104,984.16 |
| 2025-06-25 | 106,773.82 |
| 2025-06-26 | 106,360.82 |
| 2025-06-27 | 105,727.56 |
| 2025-06-30 | 106,250.69 |
| 2025-07-01 | 106,415.89 |
| 2025-07-02 | 106,526.02 |
| 2025-07-03 | 107,159.29 |
| 2025-07-04 | 107,627.35 |
| 2025-07-07 | 107,131.75 |
| 2025-07-08 | 108,067.88 |
| 2025-07-09 | 107,985.28 |
| 2025-07-10 | 108,535.95 |
| 2025-07-11 | 108,921.41 |
| 2025-07-14 | 108,893.88 |
| 2025-07-15 | 108,893.88 |
| 2025-07-16 | 108,646.08 |
| 2025-07-17 | 109,554.68 |
| 2025-07-18 | 110,380.67 |
| 2025-07-21 | 111,069.00 |
| 2025-07-22 | 112,280.47 |
| 2025-07-23 | 112,225.40 |
| 2025-07-24 | 112,941.26 |
| 2025-07-25 | 112,335.53 |
| 2025-07-28 | 112,638.40 |
| 2025-07-29 | 113,216.60 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_0_2bps/close_benchmark_daily_nav.csv
日度 SHA-256：e231c166f098bd77ef6fb5e14949031263c4473684e73e975f199995e9d2e2c6
归档保留原始路径与校验值，以便复核；重复版本不应视为独立的策略验证。