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 | 104,397.62 |
| 2025-05-21 | 104,838.11 |
| 2025-05-22 | 104,783.05 |
| 2025-05-23 | 103,984.65 |
| 2025-05-26 | 103,406.50 |
| 2025-05-27 | 102,828.35 |
| 2025-05-28 | 102,718.22 |
| 2025-05-29 | 103,378.97 |
| 2025-05-30 | 103,186.25 |
| 2025-06-03 | 103,131.19 |
| 2025-06-04 | 103,599.22 |
| 2025-06-05 | 103,874.53 |
| 2025-06-06 | 103,929.59 |
| 2025-06-09 | 104,177.37 |
| 2025-06-10 | 103,544.16 |
| 2025-06-11 | 104,425.15 |
| 2025-06-12 | 104,480.21 |
| 2025-06-13 | 103,764.40 |
| 2025-06-16 | 104,039.71 |
| 2025-06-17 | 104,012.18 |
| 2025-06-18 | 104,094.78 |
| 2025-06-19 | 103,241.31 |
| 2025-06-20 | 103,378.97 |
| 2025-06-23 | 103,736.87 |
| 2025-06-24 | 104,975.77 |
| 2025-06-25 | 106,765.28 |
| 2025-06-26 | 106,352.32 |
| 2025-06-27 | 105,719.11 |
| 2025-06-30 | 106,242.19 |
| 2025-07-01 | 106,407.38 |
| 2025-07-02 | 106,517.51 |
| 2025-07-03 | 107,150.72 |
| 2025-07-04 | 107,618.75 |
| 2025-07-07 | 107,123.19 |
| 2025-07-08 | 108,059.24 |
| 2025-07-09 | 107,976.65 |
| 2025-07-10 | 108,527.27 |
| 2025-07-11 | 108,912.70 |
| 2025-07-14 | 108,885.17 |
| 2025-07-15 | 108,885.17 |
| 2025-07-16 | 108,637.39 |
| 2025-07-17 | 109,545.92 |
| 2025-07-18 | 110,371.85 |
| 2025-07-21 | 111,060.12 |
| 2025-07-22 | 112,271.49 |
| 2025-07-23 | 112,216.43 |
| 2025-07-24 | 112,932.23 |
| 2025-07-25 | 112,326.55 |
| 2025-07-28 | 112,629.39 |
| 2025-07-29 | 113,207.54 |
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。