Hello,
for me, it didn't work as well. I (think I) did everything needed, including rrdtool-chroot enable, and I had the same effect as you - no graphs. Onlyafter copying /bin/sh the graphs started working. I didn't do much investigation though. Oh and: I'm running nginx, if that matters.
Can you please share your nginx.conf? I couldn't get Syweb to work with Nginx no matter what I've tried.
Thanks! -- Karlis