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 28 页
| 日期 | 原档案净值（元） |
|---|---|
| 2025-07-30 | 112,976.00 |
| 2025-07-31 | 112,810.83 |
| 2025-08-01 | 110,801.27 |
| 2025-08-04 | 110,085.53 |
| 2025-08-05 | 110,966.44 |
| 2025-08-06 | 111,709.70 |
| 2025-08-07 | 112,122.62 |
| 2025-08-08 | 111,902.40 |
| 2025-08-11 | 111,764.76 |
| 2025-08-12 | 112,232.74 |
| 2025-08-13 | 113,168.70 |
| 2025-08-14 | 114,022.08 |
| 2025-08-15 | 113,388.92 |
| 2025-08-18 | 114,930.51 |
| 2025-08-19 | 115,701.30 |
| 2025-08-20 | 114,847.92 |
| 2025-08-21 | 116,857.49 |
| 2025-08-22 | 117,050.18 |
| 2025-08-25 | 120,518.75 |
| 2025-08-26 | 121,977.74 |
| 2025-08-27 | 121,619.88 |
| 2025-08-28 | 119,637.84 |
| 2025-08-29 | 121,867.63 |
| 2025-09-01 | 123,436.74 |
| 2025-09-02 | 123,601.91 |
| 2025-09-03 | 123,023.82 |
| 2025-09-04 | 121,757.52 |
| 2025-09-05 | 119,114.80 |
| 2025-09-08 | 121,977.74 |
| 2025-09-09 | 121,729.99 |
| 2025-09-10 | 121,206.95 |
| 2025-09-11 | 121,234.48 |
| 2025-09-12 | 124,950.80 |
| 2025-09-15 | 123,849.67 |
| 2025-09-16 | 124,124.95 |
| 2025-09-17 | 123,656.97 |
| 2025-09-18 | 124,758.10 |
| 2025-09-19 | 122,968.76 |
| 2025-09-22 | 123,354.16 |
| 2025-09-23 | 123,987.31 |
| 2025-09-24 | 123,161.46 |
| 2025-09-25 | 124,978.32 |
| 2025-09-26 | 125,363.72 |
| 2025-09-29 | 124,565.40 |
| 2025-09-30 | 126,932.83 |
| 2025-10-09 | 127,483.40 |
| 2025-10-10 | 128,391.83 |
| 2025-10-13 | 123,188.99 |
| 2025-10-14 | 126,685.08 |
| 2025-10-15 | 124,565.40 |
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。