Hi @Derf
This most recent chart (6 months) and the chart (Oct. 2013 to present) I posted a couple of posts above/back (Apr. 24) both show the far right %'s you ask about.
These percentage numbers reflect the "time period" selected for "total return" during this time period; as stockcharts includes all distributions for whatever one is viewing.
EXAMPLE: The 6 month chart spans from October 31, 2013 through April 30, 2014. So, with these start and stop date points, the % returns during this period are what you see.
You may also place your device cursor/pointer onto any of the graph lines to "view" a % return at a different date, without having to move the "slider day box".
NOTE: stock charts may not let you use a "ticker" that is less than two years old; as my understanding is, that they do not consider enough data is available for a short time frame.
You may also want to read a reply to davidrmoran above for other details.
Regards,
Catch

"The simple way to calculate the real rate of return is to subtract the inflation rate from the nominal rate. For example, if an investment earns a 10% nominal rate of return in a year with 3% inflation, the real rate of return is 7%." (Investopedia)
Bogle's talking about nominal return. He could be right - but that presupposes he knows something about what the inflation rate will be. Actually, 4% nominal with 1% inflation wouldn't look too bad. 4% nominal with 10% inflation would be a losing proposition. I think @Derf alludes to this issue in his above post.
Who knows? I sure don't. But I invest to protect myself against future inflation whether it materializes or not. And if you look at the current sizzling housing market, I'd lay my bet on greater, not less, inflation down the road.
Don't undersell "the Linkster". He's been both bullish and correct on his market calls for as long as I can remember. If anyone here has a better predictive record I challenge them to prove it.

@davidrmoran
You are correct, this is not a $10K chart like at M*. This is performance based charting.
@Derf, some of the below may answer your question. If not, let me know here.
The below link describes a bit about how stockcharts adjusts their performance data. I have not read through this link for some time; but recall either from this site or at another info piece somewhere; that the performance is adjusted for any distribution type, including splits; so cap. gains, etc are part of the total return performance numbers. I have used prior data from Vanguard to check a total return for whatever fund for year "x" and the numbers match with what I have found at StockCharts. There may be other sites for this, but I am not aware of such sites.
Additionally, I see @Old_Joe has added some other details, too. Wait there's more.....
Using the 6 month graph and move the days box to somewhere in the middle of the graphic and then you may also "right click and hold" onto either end of the "days slider" and move the right end or the left end to "stretch" the days forward or backward.
I'll probably think of something else, but outside I must go to finish a few chores before the sun leaves my time zone.
Lastly, all of what we are doing with this chart is FREE! And this chart, as you know is active (as has been linked). You may replace any of the tickers in the box below the graph and work with other stock, etf or fund ticker symbols. Just place the cursor at the right of an existing ticker and backspace to remove. One may enter up to 10 tickers separated by a comma. If you have not, save this particular graph page to return to and play with other tickers, too.
http://stockcharts.com/articles/mailbag/2014/01/how-can-i-plot-dividend-adjusted-data-and-unadjusted-data.html
NOTES: This site has a "chart school" and here is a video show and tell video link.
OPPS, did forget one item that I generally don't use; but one may "right click" onto the "day" box and a few other default time frames appear to choose. Keep in mind that if one is viewing, say 3 funds, as with our working example, the looking backward date for all 3 funds will stop at the date of the "youngest" fund. So, if one ticker is only 4 years old, this is as far backward one may view comparisons, although the other 2 funds may be older. ALSO, I recall graph data will not be available backward past 1999.
Regards,
Catch

@davidrmoran- No, appears to be a percentage gained or lost over a certain period of time. That period is determined by changing the number of days in the moveable box, and the box itself may be moved anywhere on the date line. The arrows at the ends of the dateline will move the dateline extremes.
For example, leave the days at 124 and move the box over to the far right on the dateline, and you will see that the Barclays Schiller and the DoubleLine Schiller performance is much closer over that period of time. Change the days to "400" and the performance is even closer, both well above the S&P for that particular period.
Neat chart!

Unfortunately, St. Jack has done so much evagelizing with platitudes (e.g. lower costs = higher returns), that it's easy to forget that he's more than a salesman. But I have read a couple of more solid writings by him, and feel that Lewis is right. These predictions are based on solid analyses and long term data.
He may not be right in a day, a week, or even a year or two. But he's got a great decade time span track record, and as Graham said, "In the short run, the market is a voting machine but in the long run, it is a weighing machine." After a decade on a treadmill of more modest returns, the currently rotund market may slim down to a more normal weight.

FYI: The easy money has been made” is one of my least favorite sayings about investing.
Making money in the markets is never easy. In fact, I would argue that it’s always hard.
Convincing yourself to buy during a bear market is hard. Convincing yourself to hold during a bull market is hard. Figuring out what to do during a sideways market is hard. Watching others make more money in the markets than you is hard. Following a plan when things aren’t going your way is hard. There’s always going to be a reason to do something that goes against your best interests.
Regards,
Ted
http://awealthofcommonsense.com/2017/04/when-holding-is-the-hardest-part/

@catch22,
Thanks much, very cool indeed, even cooler than your first link. Tracking closeness with overshoot / undershoot. But this is not a $10k-growth chart, correct ?

"Live in the present" might work better as a matter of tactical allocation (stocks or bonds this year? here or there? defensive or aggressive?) but the strategic question (how much do I need to squirrel away over each of the next 35 years to have a reasonable chance of meeting my goals) has to include a "likely market return" variable.
Over 35 years, shifting the assumed annual return from 4% to 6% annual return changes your end value by 100%. (That's a simple compounding calculation assuming nothing other than a fixed amount invested and held for 35 years.)
I'd also be cautious about taking double-digit growth in the stock market as an entitlement. It might return 15% a year this century and the dividend checks might be delivered by unicorns, but I'm not sure that's the way to plan. Market returns are a combination of capital appreciation plus dividends. Capital appreciation is a combination of economic growth plus P/E expansion (a/k/a the supply of greater fools). The lower your starting P/E, the greater the prospect of expansion.
In the 20th century, per capita US GDP grew 2.3% annually; in the current century, it's been about 1%. P/Es in the 20th century averaged in the low teens; in the 21st, they're in the mid 20s.
Perhaps the rise of our Robot Overlords will change everything. Perhaps The Chinese Century will be different. Perhaps Mr. Trump's tax package will sail through Congress unscathed by partisans or lobbyists, hundreds of billions in overseas earnings will be repatriated and American corporations will again be the envy of the world.
Don't know. For me, the question is just, do I want to bet my future security on it?
David

Earnings are one of three data feeds in Old_Skeet's market barometer. If I were to use only forward earnings estimates as my guide to set my equity allocation I'd currently be heavier in equities. I currently use three data feeds to gague the S&P 500 Index ... an earnings feed comprised of both reported and forward earnings estimates, a breath feed and a technical score feed which consists of a combination of RSI and MFI. With the combined feeds incorporated into the barometer which in turn feeds my equity weighting matrix I get meaningful information which assist me in setting my equity allocation within my portfolio. In addition there is Old_Skeet's SWAG (Scientific Wild Ass Guess) as a back up that takes other things into account such as seasonal trends, my personal market outlook along with news driven events which I have used a good number of times in the past as buying opportunities for special investment positions.
Folks ... if you don't wish to actively engage the markets as I do with part of your portfolio then there are asset allocation funds that will do this for you. As I have aged, I am turnning more over to the more active professional asset allocators and throtteling back my own activity. This is the reason I narrowed the band width of my equity allocation form a 40% to 60% range to a 45% to 55% band width a few years ago. In the next few years as I enter the 70's, age wise, I'm thinking of going to an equity band width range of 40% to 50% equity. This will still allow me to be active within my own portfolio but put me in competition with my conserative asset allocation funds held within my hybrid income sleeve which now consist of nine funds with plans to expand to twelve. In doing this, I'll be reducing the number of my all equity funds held from the current number of twenty to sixteen trimming in the growth area of the portfolio by four funds (13 to 9).
Back to earnings ... Forward estimates are just that "estimates." And, often they get revised downward more so than revised upward. Come to think of it I can't remember of to many upward revisions. Once announced they become as reported (TTM) earnings. For March 2017 ending S&P reported earnings (TTM) for the S&P 500 Index at $99.70. Seems, this is a big spread from where they currently are to what the article suggest they might be going forward.
Below is a link to a S&P as reported earnings recap.
https://www.advisorperspectives.com/dshort/updates/2017/04/04/is-the-stock-market-cheap
The question ... How much faith do you wish to place in forward estimates?
From my perspective stocks are extended based upon reported earnings. Thus, I am in the process of rebalancing my portfolio towards its low range for equities. I am, at this time, not willing to bet the forward earnings "come line" although I am expecting earnings to improve I'm thinking forward looking estimates stated in the article are currently more of a dream than a reality.
And ... so it goes.

If I were seeking financial advice, I think I would trust someone named Jack Bogle more than someone who calls himself "The Linkster." Bogle's calculations are based on earnings growth, dividend yields and valuation. Those are the fundamental units of return for those who believe stocks move on anything besides speculation. Simply saying well stocks returned 10% annually or whatever annually in the past, therefore they will produce such returns indefinitely in the future is assuming past performance is always prelude to the future without any analysis of the underlying cause for that performance. If the cause is earnings growth, valuation and dividend yields, and valuations are much higher than they have been in the past and dividend yields are much lower while earnings though high may have peaked, then it is logical to assume lower returns than historical ones going forward.
There are of course a number of wildcards here, but one thing Bogle doesn't do is make short term predictions. In the short-term markets always move on speculation. In the long-term, fundamentalists like Bogle believe stocks move on earnings yields--which is the inverse of the p/e ratio--and dividend yields relative to inflation and interest rates. Inflation, interest rates, taxes--this year's wild cards--and geopolitical events are always unpredictable and could throw any prediction off--long or short. Ideally, a prediction based on fundamentals should be made for a full market/economic cycle--at least five years--and factor in some sort of inflation and interest rate expectation. And still those can be grossly off. But at least making a prediction based on current stock valuation and yields is forward looking as opposed to simply looking at historical performance which is backwards looking.

FYI: (Sorry St. Jack, the Linkster doesn't agree with your prediction of a 4% return on stocks going forward. As indicated below the historical averages since 1928 are higher, and I believe they will continue in the future at a least a 6% or higher.)
One of the biggest questions facing retirement investors right now is what to expect from stocks over the coming decade.
It matters the most if you're at or near retirement, since that number will affect your ability to finance a reasonable life after work.
That's the disconnect many long-term investors feel right now. After decades of double-digit returns from the stock market, some market observers — among them Vanguard Group Founder John Bogle — warn that stocks could fall short of expectations.
Bogle puts the number at 4%, a return many investors once associated with bonds, not stocks. He predicted lower returns in an interview published by CNBC.
Regards,
Ted
http://www.marketwatch.com/story/what-if-john-bogle-is-right-about-4-stock-returns-2017-04-25/print
S&P 500 Arithmetic Average:
1928-2016 11.42%
1967-2016 11.45%
2007-2016 8.65%
S&P 500 Geometric Average:
1928-2016 9.53%
1967-2016 10.09%
2007-2016 6.88%

FYI: France’s CAC 40 (it’s most widely followed equity index) gained 4.14% today (in local currency), which was its biggest one-day gain since August 2015. Below is a chart of the CAC 40 over the last four years. While the index was set to close at a new 4-year high today when we got into the office early this morning, it actually closed the day at 5,268.86, which is just 0.05 points below its closing high of 5,268.91 reached on April 27th, 2015! French investors will have to wait at least one more day for a new closing high.
Regards,
Ted
https://www.bespokepremium.com/think-big-blog/france-germany-test-multi-year-highs/

FYI: It’s time for a critical look at U.S. corporate earnings, and not just because it’s earnings season.
Regards,
Ted
https://www.bloomberg.com/gadfly/articles/2017-04-24/earnings-eventually-tell-the-truth-about-stock-valuations

@davidrmoran
Here is a similar chart link to the one I posted, but this is for a 124 day/6 month time frame starting at the end of October, 2013.
Under the graphic, you will find a "slider" with the number"124 days". Place and hold the pointer/cursor (onto the 124 days area) with whatever electronic device you're using to "drag" this 6 month time frame to the right to view whatever 6 month time frame you choose to review. Hopefully, this graphic may help visualize the relationships of returns for CAPE, SPY and DSEEX.
Just another way to view, eh? My brain reacts positively to this type of display.
Agreed that this type of study is important to help one understand and "see" an investment path; and especially when it may affect a large portion of one's investment portfolio.
Hope this helps with your study.
http://stockcharts.com/freecharts/perf.php?CAPE,SPY,DSEEX&l=0&r=123&O=011000
Regards,
Catch

Any index is a portfolio of stocks, selected by using some rules. I am wondering what is so special about S&P 500 index, that it is very difficult to beat its performance. It seems to me that, at least theoretically, it is possible to create another index that consistently beats S&P 500. One example is CAPE index that showed outperformance for the last 15 years. Probably some smart ETF try to accomplish that, but I am not sure whether they are successful.

@catch22
I already posted that my curiosity is for worst cases and dip intervals and how it compares with better-understood entities. You might even say known-stabler entities, depending on how one sees SP500 vol and general bond vol.
We all can see how it has done over time the last 3.5y, yes.
Maybe not the best period for comparison, a bull market, but it's all there is.
I have read (from others' posts here) that CAPE has been seriously backtested.
@msf
>> If you assume that the fund has 100% exposure to CAPE
a safe assumption, right?
>> impossible to figure all of them without a lot more data points to work with
Well, for this timespan it is a fair number of datapoints, a dozen or more market gyrations, as that phrase goes. And it's all there is to look at; I did not leave anything out.
So au fond I am not seeing that it has any more dynamic range and slope steepness than conventional investments. I do not see how M* calculates its downside capture figure. I do not see how the funds' evidently successful and exact derivatives' deployment really has much to do with its potential problems.
>> equity exposure is less than 100% (and possibly varying),
how likely is this, given goal of tracking CAPE?
>> or the bond return isn't as stable as Doubleline said,
and how likely is it they are fudging that?
Obvs all I am trying here is to address the 'if it sounds too good to be true it must be yada yada '. DSENX / DSEEX have consistently and seriously outperformed both SP500 and CAPE, and use a recipe that simply appears too good to be true. That's all. I ain't complaining. With more than half my nut in it, I am trying to be wary and plan in advance.
I figured this place of all places might be able to discuss worst cases vs, and potential worse situations than, some conventional and comprehensible concoction of LV blend + broad bonds.

@davidrmoran
This linked chart is CAPE and SPY and DSEEX back to October 2013.
Total returns for this period are:
CAPE = 61.9%
SPY = 44.7%
DSEEX = 70.4%
What else are you attempting to compare?
http://stockcharts.com/freecharts/perf.php?CAPE,SPY,DSEEX&n=870&O=011000

I didn't try to analyze this too much because, as you noted, there are only a few data points. There are a lot of variables - how the bond portion moves, the overhead of the leverage (the cash payments that need to be made on the swaps), to what extent (0-100%) the fund has exposure on the CAPE side and on the bond side.
Trying to infer all these values is likely going to overfit the data - in plain English, tell you nothing. It's like trying to solve for two variables with one equation (x + y = 10). You can come up with any number of solutions that "work", but you don't know what the real values are.
The problem is made worse, again as you noted, by having little downside data.
FWIW, Doubleline claims that the bond side returns have been fairly steady, at 2.87%, according to their Feb 7th webcast summary.
If you assume that the fund has 100% exposure to CAPE, and a constant annual leverage cost of N%, then the return for a given month should be:
CAPE (mo) + 2.87%/12 - N%/12
I don't think this fits that well. So either the leverage cost is changing (given fairly stable interest rates, that's not where I'd look), or the equity exposure is less than 100% (and possibly varying), or the bond return isn't as stable as Doubleline said, or ...
You begin to see what all the variables are and why it's impossible to figure all of them without a lot more data points to work with.

Okay, for all valleys from mid-2015 on to the present, the performance and tracking of DSENX are as above: usually better than CAPE, a little, occasionally worse, a little, while always the same as or better than SP500. EXCEPT for October and November of last year, when performance consistently was marginally worse than CAPE and also worse than or equal to SP500.
All of this investigation is of growth of $10k.