Each day's picks produce one average excess-return number (pick return minus SPY return, averaged across that day's picks). The chart plots the running total of those daily averages over time — a rising line means the edge is compounding session over session; a flat or falling line means it isn't. This is the fastest way to eyeball whether the whole approach is working without reading the raw journal.
The chart only appears once at least two different days have picks old enough to evaluate — before that you'll see a placeholder message.
All data is free and delayed (15+ minutes), and this is a short-term signal surfacer, not a trading system — it's built to be honest with itself via the journal above, not to guarantee returns. The standard the project was built around: watch the excess-return numbers accumulate for about 20 trading days before treating any pick here as more than a research lead. If excess return isn't reliably positive by then, the signals are noise, and that's a valid (and cheap) thing to learn.