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 | 112,996.33 |
| 2025-07-31 | 112,831.13 |
| 2025-08-01 | 110,821.21 |
| 2025-08-04 | 110,105.34 |
| 2025-08-05 | 110,986.41 |
| 2025-08-06 | 111,729.80 |
| 2025-08-07 | 112,142.80 |
| 2025-08-08 | 111,922.53 |
| 2025-08-11 | 111,784.87 |
| 2025-08-12 | 112,252.93 |
| 2025-08-13 | 113,189.06 |
| 2025-08-14 | 114,042.59 |
| 2025-08-15 | 113,409.33 |
| 2025-08-18 | 114,951.19 |
| 2025-08-19 | 115,722.12 |
| 2025-08-20 | 114,868.59 |
| 2025-08-21 | 116,878.51 |
| 2025-08-22 | 117,071.25 |
| 2025-08-25 | 120,540.43 |
| 2025-08-26 | 121,999.69 |
| 2025-08-27 | 121,641.76 |
| 2025-08-28 | 119,659.37 |
| 2025-08-29 | 121,889.56 |
| 2025-09-01 | 123,458.95 |
| 2025-09-02 | 123,624.15 |
| 2025-09-03 | 123,045.96 |
| 2025-09-04 | 121,779.43 |
| 2025-09-05 | 119,136.24 |
| 2025-09-08 | 121,999.69 |
| 2025-09-09 | 121,751.89 |
| 2025-09-10 | 121,228.76 |
| 2025-09-11 | 121,256.30 |
| 2025-09-12 | 124,973.28 |
| 2025-09-15 | 123,871.95 |
| 2025-09-16 | 124,147.28 |
| 2025-09-17 | 123,679.22 |
| 2025-09-18 | 124,780.55 |
| 2025-09-19 | 122,990.89 |
| 2025-09-22 | 123,376.35 |
| 2025-09-23 | 124,009.62 |
| 2025-09-24 | 123,183.62 |
| 2025-09-25 | 125,000.81 |
| 2025-09-26 | 125,386.28 |
| 2025-09-29 | 124,587.82 |
| 2025-09-30 | 126,955.67 |
| 2025-10-09 | 127,506.34 |
| 2025-10-10 | 128,414.93 |
| 2025-10-13 | 123,211.15 |
| 2025-10-14 | 126,707.87 |
| 2025-10-15 | 124,587.82 |
数据来源、版本与可追溯信息
日度来源：optimization/cost_stress/extra_0_2bps/open_benchmark_daily_nav.csv
日度 SHA-256：49c9630cb42ba5f7fae088e95d614999ce67788b62418f1b28d2a849b7ed9efb
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。