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 28 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-07-30 | 113,124.95 |
| 2025-07-31 | 111,005.06 |
| 2025-08-01 | 110,399.38 |
| 2025-08-04 | 110,922.47 |
| 2025-08-05 | 111,775.93 |
| 2025-08-06 | 112,078.77 |
| 2025-08-07 | 112,051.24 |
| 2025-08-08 | 111,775.93 |
| 2025-08-11 | 112,299.02 |
| 2025-08-12 | 113,014.83 |
| 2025-08-13 | 113,978.41 |
| 2025-08-14 | 113,785.69 |
| 2025-08-15 | 114,859.40 |
| 2025-08-18 | 115,740.40 |
| 2025-08-19 | 115,134.71 |
| 2025-08-20 | 116,759.04 |
| 2025-08-21 | 117,144.48 |
| 2025-08-22 | 119,925.11 |
| 2025-08-25 | 122,292.78 |
| 2025-08-26 | 121,632.03 |
| 2025-08-27 | 119,814.99 |
| 2025-08-28 | 122,127.59 |
| 2025-08-29 | 123,283.89 |
| 2025-09-01 | 123,696.86 |
| 2025-09-02 | 122,981.05 |
| 2025-09-03 | 121,852.28 |
| 2025-09-04 | 119,291.90 |
| 2025-09-05 | 121,989.94 |
| 2025-09-08 | 122,017.47 |
| 2025-09-09 | 121,274.13 |
| 2025-09-10 | 121,549.44 |
| 2025-09-11 | 124,908.22 |
| 2025-09-12 | 123,834.51 |
| 2025-09-15 | 124,054.76 |
| 2025-09-16 | 123,806.98 |
| 2025-09-17 | 124,715.51 |
| 2025-09-18 | 123,091.18 |
| 2025-09-19 | 123,366.49 |
| 2025-09-22 | 123,779.45 |
| 2025-09-23 | 123,862.05 |
| 2025-09-24 | 124,990.82 |
| 2025-09-25 | 125,871.81 |
| 2025-09-26 | 124,660.45 |
| 2025-09-29 | 126,780.33 |
| 2025-09-30 | 127,138.24 |
| 2025-10-09 | 129,203.06 |
| 2025-10-10 | 126,532.55 |
| 2025-10-13 | 125,789.22 |
| 2025-10-14 | 124,495.26 |
| 2025-10-15 | 126,174.65 |
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。