well, from SFO there are 3 red-eye flights to Philly every night so that can mitigate the possible missing of connections, since there are 3 flights from Philly to New Haven.
I just find having to navigate train stations with a lot of luggage is very awkward. From SFO, if I were doing this without thinking about budget I probably would fly direct to EWR and simply use Uber or Lyft or some limo service.