Looking at your graph, it's clear that you need to adjust for volatility. Your "Women CEO" portfolio is much more volatile during that period. Compare Sharpe ratios, not total performance.

After that, you may have to worry about dividends. I'm not sure if the platform takes them into account when you send buy sell order, but if it does, make sure you look at a portfolio that purchases SPY over that period, not merely the price, as the appreciation won't reflect the dividends paid.