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 26 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-03-05 | 104,149.84 |
| 2025-03-06 | 105,664.04 |
| 2025-03-07 | 105,388.73 |
| 2025-03-10 | 104,948.24 |
| 2025-03-11 | 105,278.61 |
| 2025-03-12 | 105,003.30 |
| 2025-03-13 | 104,452.68 |
| 2025-03-14 | 107,233.31 |
| 2025-03-17 | 106,902.94 |
| 2025-03-18 | 107,150.72 |
| 2025-03-19 | 107,315.90 |
| 2025-03-20 | 106,407.38 |
| 2025-03-21 | 104,590.33 |
| 2025-03-24 | 105,058.36 |
| 2025-03-25 | 105,113.42 |
| 2025-03-26 | 104,672.93 |
| 2025-03-27 | 105,058.36 |
| 2025-03-28 | 104,535.27 |
| 2025-03-31 | 103,874.53 |
| 2025-04-01 | 103,819.47 |
| 2025-04-02 | 103,736.87 |
| 2025-04-03 | 103,186.25 |
| 2025-04-07 | 95,918.06 |
| 2025-04-08 | 96,881.65 |
| 2025-04-09 | 97,872.77 |
| 2025-04-10 | 99,607.22 |
| 2025-04-11 | 99,910.06 |
| 2025-04-14 | 100,130.31 |
| 2025-04-15 | 100,212.90 |
| 2025-04-16 | 100,460.68 |
| 2025-04-17 | 100,543.27 |
| 2025-04-18 | 100,818.58 |
| 2025-04-21 | 100,873.65 |
| 2025-04-22 | 100,956.24 |
| 2025-04-23 | 101,066.36 |
| 2025-04-24 | 101,066.36 |
| 2025-04-25 | 101,066.36 |
| 2025-04-28 | 100,901.18 |
| 2025-04-29 | 100,708.46 |
| 2025-04-30 | 100,625.87 |
| 2025-05-06 | 101,644.52 |
| 2025-05-07 | 102,305.26 |
| 2025-05-08 | 102,938.47 |
| 2025-05-09 | 102,800.82 |
| 2025-05-12 | 104,039.71 |
| 2025-05-13 | 104,149.84 |
| 2025-05-14 | 105,553.92 |
| 2025-05-15 | 104,617.86 |
| 2025-05-16 | 104,012.18 |
| 2025-05-19 | 103,847.00 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_1_0bps/close_benchmark_daily_nav.csv
日度 SHA-256：ac91020e19c1f4b1f97929afb3b76ede049f0c4172f0807a0dbb9052d20f2ba3
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。