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Financial Instruments and Fair Value Measurements (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014 lb		Sep. 30, 2014	Sep. 01, 2014	Oct. 04, 2010
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Amount from cash flow hedge derivatives to be reclassified	$ 936sri_AmountFromCashFlowHedgeDerivativesToBeReclassified
Euro-Denominated Foreign Currency Forward Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Gain (loss) on derivative instruments held for trading purposes, net	388us-gaap_GainLossOnDerivativeInstrumentsHeldForTradingPurposesNet / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember	(61)us-gaap_GainLossOnDerivativeInstrumentsHeldForTradingPurposesNet / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember
Interest Rate Swap [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Discription of variable rate basis of derivative	the Company paid a variable interest rate equal to the six-month London Interbank Offered Rate ("LIBOR") plus 7.2%
Fixed interest rate	9.50%us-gaap_DerivativeFixedInterestRate / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember
Reduced interest expense as a result of swap		(225)sri_IncreaseDecreaseInDerivativeInterestExpenses / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember
Senior Notes [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Face value of senior secured notes						175,000us-gaap_SecuredLongTermDebt / us-gaap_LongtermDebtTypeAxis = us-gaap_SeniorNotesMember	175,000us-gaap_SecuredLongTermDebt / us-gaap_LongtermDebtTypeAxis = us-gaap_SeniorNotesMember
Fixed interest rate					9.50%us-gaap_DerivativeFixedInterestRate / us-gaap_LongtermDebtTypeAxis = us-gaap_SeniorNotesMember
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Forward Currency Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	19,796invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember		26,266invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | U.S. Dollar Denominated Foreign Currency Forward Contracts, Swedish Krona Functional Currency [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	8,801invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsSwedishKronaFunctionalCurrencyMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember		11,718invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsSwedishKronaFunctionalCurrencyMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | U.S. Dollar Denominated Foreign Currency Forward Contracts Euro Functional Currency [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	3,205invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsEuroFunctionalCurrencyMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember		4,266invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_U.s.DollarDenominatedForeignCurrencyForwardContractsEuroFunctionalCurrencyMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Mexican Peso-Denominated Foreign Currency Forward Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	7,790invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_MexicanPesoDenominatedForeignCurrencyForwardContractsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember		10,282invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_MexicanPesoDenominatedForeignCurrencyForwardContractsMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_CashFlowHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Designated as Hedging Instrument [Member] | Fair Value Hedging [Member] | Interest Rate Swap [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts					45,000invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember / us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis = us-gaap_FairValueHedgingMember / us-gaap_HedgingDesignationAxis = us-gaap_DesignatedAsHedgingInstrumentMember
Not Designated as Hedging Instrument [Member] | Forward Currency Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	1,631invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember		3,523invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = us-gaap_ForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember
Not Designated as Hedging Instrument [Member] | Euro-Denominated Foreign Currency Forward Contracts [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts	1,631invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember		3,523invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_EuroDenominatedForeignCurrencyForwardContractsMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember
Not Designated as Hedging Instrument [Member] | Copper Commodity [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Notional amounts			$ 317invest_DerivativeNotionalAmount / us-gaap_DerivativeByNatureAxis = sri_CopperCommodityMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember	[1]
Fixed price commodity contracts (in pounds)			317,000sri_FixedPriceCommodityContracts / us-gaap_DerivativeByNatureAxis = sri_CopperCommodityMember / us-gaap_HedgingDesignationAxis = us-gaap_NondesignatedMember
London Interbank Offered Rate (LIBOR) [Member] | Interest Rate Swap [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Variable interest rate in addition to LIBOR	7.20%us-gaap_DerivativeVariableInterestRate / us-gaap_DerivativeByNatureAxis = us-gaap_InterestRateSwapMember / us-gaap_VariableRateAxis = us-gaap_LondonInterbankOfferedRateLIBORMember
[1] Notional amounts represent the gross contract / notional amount of the derivatives outstanding. The fixed price commodity contract notional amounts are in pounds.

X

- Definition

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Article 12

-Section 13

-Sentence Column B

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- Definition

Amount from cash flow hedge derivatives to be reclassified

+ References

No definition available.

+ Details

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- Definition

Quantity of fixed price commodity contracts.

+ References

No definition available.

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- Definition

The net increase decrease in interest expense related to interest rate swap.

+ References

No definition available.

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X

- Definition

The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR.

+ References

No definition available.

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- Definition

Fixed interest rate related to the interest rate derivative.

+ References

No definition available.

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- Definition

Variable interest rate in effect as of the balance sheet date related to the interest rate derivative.

+ References

No definition available.

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- Definition

Aggregate net gain and losses (whether realized or unrealized) on all derivative instruments held for trading purposes whether or not settled physically.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 45

-Paragraph 9

-URI http://asc.fasb.org/extlink&oid=6945355&loc=d3e41322-113958



Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 815

-SubTopic 10

-Section 50

-Paragraph 4F

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- Definition

Carrying amount of collateralized debt obligations with maturities initially due after one year or beyond the operating cycle, if longer, excluding the current portion. Obligations include, but not limited to, mortgage loans, chattel loans, and other borrowings secured by assets.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

-Name Regulation S-X (SX)

-Number 210

-Section 02

-Paragraph 22

-Article 5



Reference 2: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 210

-SubTopic 10

-Section S99

-Paragraph 1

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