Quarterly report pursuant to Section 13 or 15(d)

Long-Term Debt - Summary of Interest Received and Paid under Term of Cash Flow Swap (Detail)

v2.4.1.9
Long-Term Debt - Summary of Interest Received and Paid under Term of Cash Flow Swap (Detail) (USD $)
In Millions, unless otherwise specified
3 Months Ended
Mar. 31, 2015
Derivatives, Fair Value [Line Items]  
Receive Rate One-month LIBOR
Variable Interest Rate 0.179%us-gaap_DerivativeVariableInterestRate
Cash Flow Swap [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 2.7us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapMember
Pay Rate 7.10%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapMember
Receive Rate one-month LIBOR + 1.50%
Maturing Date Jul. 10, 2017
Variable Interest Rate 1.50%us-gaap_DerivativeVariableInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapMember
Cash Flow Swap 1 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 8.5us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapOneMember
Pay Rate 4.655%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapOneMember
Receive Rate one-month LIBOR
Maturing Date Dec. 10, 2017
Cash Flow Swap 2 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 7.3us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapTwoMember
Pay Rate 6.86%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapTwoMember
Receive Rate one-month LIBOR + 1.25%
Maturing Date Aug. 01, 2017
Variable Interest Rate 1.25%us-gaap_DerivativeVariableInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapTwoMember
Cash Flow Swap 3 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 100.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapThreeMember
Pay Rate 3.28%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapThreeMember
Receive Rate one-month LIBOR
Maturing Date Jul. 01, 2015
Cash Flow Swap 4 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 100.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapFourMember
Pay Rate 3.30%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapFourMember
Receive Rate one-month LIBOR
Maturing Date Jul. 01, 2015
Cash Flow Swap 5 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 6.3us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapFiveMember
Pay Rate 6.41%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapFiveMember
Receive Rate one-month LIBOR + 1.25%
Maturing Date Aug. 12, 2017
Variable Interest Rate 1.25%us-gaap_DerivativeVariableInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapFiveMember
Cash Flow Swap 6 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 50.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapSixMember
Pay Rate 3.24%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapSixMember
Receive Rate one-month LIBOR
Maturing Date Jul. 01, 2017
Cash Flow Swap 7 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 50.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapSevenMember
Pay Rate 3.07%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapSevenMember
Receive Rate one-month LIBOR
Maturing Date Jul. 01, 2017
Cash Flow Swap 8 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 100.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapEightMember
Pay Rate 2.065%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapEightMember
Receive Rate one-month LIBOR
Maturing Date Jun. 30, 2017
Cash Flow Swap 9 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 100.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapNineMember
Pay Rate 2.015%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapNineMember
Receive Rate one-month LIBOR
Maturing Date Jun. 30, 2017
Cash Flow Swap 10 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 200.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapTenMember
Pay Rate 0.788%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapTenMember
Receive Rate one-month LIBOR
Maturing Date Jul. 01, 2016
Cash Flow Swap 11 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 50.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapElevenMember
Pay Rate 1.32%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapElevenMember
Receive Rate one-month LIBOR
Maturing Date Jul. 01, 2017
Cash Flow Swap 12 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 250.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapTwelveMember
Pay Rate 1.887%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapTwelveMember
Receive Rate one-month LIBOR
Maturing Date Jun. 30, 2018
Cash Flow Swap 13 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 25.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapThirteenMember
Pay Rate 2.08%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapThirteenMember
Receive Rate one-month LIBOR
Maturing Date Jul. 01, 2017
Cash Flow Swap 14 [Member]  
Derivatives, Fair Value [Line Items]  
Notional Amount 100.0us-gaap_DerivativeLiabilityNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapFourteenMember
Pay Rate 1.56%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= sah_CashFlowSwapFourteenMember
Receive Rate one-month LIBOR
Maturing Date Jul. 01, 2017