区间收益+27.78%
区间年化+3.74%
最大回撤-46.46%
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 | +29.43% | 2020-01-02 — 2020-12-31 |
| 2021 | -2.26% | 2020-12-31 — 2021-12-31 |
| 2022 | -21.74% | 2021-12-31 — 2022-12-30 |
| 2023 | -10.72% | 2022-12-30 — 2023-12-29 |
| 2024 | +20.82% | 2023-12-29 — 2024-12-31 |
| 2025 | +20.07% | 2024-12-31 — 2025-12-31 |
| 2026 · YTD | -0.37% | 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 30 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-12-25 | 127,398.75 |
| 2025-12-26 | 127,839.29 |
| 2025-12-29 | 128,224.76 |
| 2025-12-30 | 127,288.62 |
| 2025-12-31 | 128,142.16 |
| 2026-01-05 | 128,307.37 |
| 2026-01-06 | 130,152.13 |
| 2026-01-07 | 132,079.49 |
| 2026-01-08 | 131,198.41 |
| 2026-01-09 | 130,344.86 |
| 2026-01-12 | 131,336.08 |
| 2026-01-13 | 132,134.56 |
| 2026-01-14 | 131,418.68 |
| 2026-01-15 | 130,124.59 |
| 2026-01-16 | 131,666.49 |
| 2026-01-19 | 130,427.47 |
| 2026-01-20 | 130,372.40 |
| 2026-01-21 | 129,656.52 |
| 2026-01-22 | 130,537.60 |
| 2026-01-23 | 130,289.80 |
| 2026-01-26 | 129,739.12 |
| 2026-01-27 | 129,739.12 |
| 2026-01-28 | 130,097.06 |
| 2026-01-29 | 130,069.53 |
| 2026-01-30 | 130,399.93 |
| 2026-02-02 | 128,858.04 |
| 2026-02-03 | 127,756.69 |
| 2026-02-04 | 128,087.10 |
| 2026-02-05 | 128,858.04 |
| 2026-02-06 | 127,839.29 |
| 2026-02-09 | 129,271.05 |
| 2026-02-10 | 130,317.33 |
| 2026-02-11 | 130,152.13 |
| 2026-02-12 | 130,207.20 |
| 2026-02-13 | 129,794.19 |
| 2026-02-24 | 130,097.06 |
| 2026-02-25 | 129,876.79 |
| 2026-02-26 | 130,812.94 |
| 2026-02-27 | 129,959.39 |
| 2026-03-02 | 129,243.51 |
| 2026-03-03 | 130,537.60 |
| 2026-03-04 | 127,756.69 |
| 2026-03-05 | 127,949.43 |
| 2026-03-06 | 127,756.69 |
| 2026-03-09 | 127,288.62 |
| 2026-03-10 | 127,811.76 |
| 2026-03-11 | 129,023.24 |
| 2026-03-12 | 129,711.59 |
| 2026-03-13 | 128,637.77 |
| 2026-03-16 | 128,720.37 |
数据来源、版本与可追溯信息
日度来源：optimization/growth_risk_budget/benchmark_daily_nav.csv
日度 SHA-256：a449e6397f88c3b31f49da9edd4a497dfab16db6f71267311c378534dceffeb2
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。