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 27 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-05-20 | 103,864.15 |
| 2025-05-21 | 104,414.71 |
| 2025-05-22 | 104,800.11 |
| 2025-05-23 | 104,634.94 |
| 2025-05-26 | 103,809.09 |
| 2025-05-27 | 103,341.11 |
| 2025-05-28 | 102,845.60 |
| 2025-05-29 | 102,790.54 |
| 2025-05-30 | 103,175.94 |
| 2025-06-03 | 102,818.07 |
| 2025-06-04 | 103,175.94 |
| 2025-06-05 | 103,698.98 |
| 2025-06-06 | 103,946.73 |
| 2025-06-09 | 104,001.79 |
| 2025-06-10 | 104,222.01 |
| 2025-06-11 | 103,588.86 |
| 2025-06-12 | 104,249.54 |
| 2025-06-13 | 104,249.54 |
| 2025-06-16 | 103,588.86 |
| 2025-06-17 | 104,056.84 |
| 2025-06-18 | 104,056.84 |
| 2025-06-19 | 103,919.20 |
| 2025-06-20 | 103,203.47 |
| 2025-06-23 | 103,120.88 |
| 2025-06-24 | 103,864.15 |
| 2025-06-25 | 105,047.86 |
| 2025-06-26 | 106,589.44 |
| 2025-06-27 | 106,451.80 |
| 2025-06-30 | 105,653.48 |
| 2025-07-01 | 106,176.52 |
| 2025-07-02 | 106,314.16 |
| 2025-07-03 | 106,561.92 |
| 2025-07-04 | 107,029.90 |
| 2025-07-07 | 107,442.82 |
| 2025-07-08 | 107,167.54 |
| 2025-07-09 | 108,048.44 |
| 2025-07-10 | 107,965.86 |
| 2025-07-11 | 108,543.95 |
| 2025-07-14 | 108,874.29 |
| 2025-07-15 | 108,984.40 |
| 2025-07-16 | 108,901.82 |
| 2025-07-17 | 108,626.54 |
| 2025-07-18 | 109,700.14 |
| 2025-07-21 | 110,498.46 |
| 2025-07-22 | 111,104.08 |
| 2025-07-23 | 112,342.85 |
| 2025-07-24 | 112,095.10 |
| 2025-07-25 | 112,920.94 |
| 2025-07-28 | 112,315.32 |
| 2025-07-29 | 112,452.96 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_2_0bps/open_benchmark_daily_nav.csv
日度 SHA-256：65040ead4a2ad759667a8622237d6b67433e40ff961d9e5cd1a2d5f7c7574c4a
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。