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Long-Term Debt - Summary of Interest Received and Paid under Term of Cash Flow Swap (Detail) (USD $)
In Millions, unless otherwise specified
12 Months Ended
Dec. 31, 2014
Jun. 30, 2014
Derivatives, Fair Value [Line Items]    
Receive Rate One-month LIBOR  
Variable Interest Rate 0.17%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 8.6us-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 7.4us-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 6.4us-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 Sep. 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, 2015  
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, 2015  
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
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
$ 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