I'm getting an error when rendering the code below. If I change the column specification to lSSSSS, it works fine, which is really confusing.
\begin{table}
\small
\sisetup{group-digits=false, table-format=1.6, table-auto-round=true, table-number-alignment = left}
\renewcommand{\arraystretch}{1.2}
\centering
\begin{tabular}{SSSSSS}\toprule
\multicolumn{3}{l}{\bf Scenario} & \multicolumn{3}{l}{\bf Power/ Size *} \\
\cmidrule(r){1-3}
\cmidrule(l){4-6}
{Effect Size ($\delta$)} & {Variance of Santa Returns ($\sigma_s^2$)} & {Variance of Non-Santa Returns ($\sigma_n^2$)} & {Student's t-test} & {Welch's t-test} & {Mann-Whitney U Test} \\\midrule
\csvreader
[late after line=\\]
{../Results/table_results.csv}
{"delta"=\diff,
"var.s"=\vars,
"var.n"=\varn,
"t.test"=\ttest,
"welch.t.test"=\welchttest,
"mwu.test"=\mwutest
}
{\diff &
\vars &
\varn &
\ttest &
\welchttest &
\mwutest
}
\midrule
\multicolumn{6}{p{400pt}}{\small *If $\delta = 0$ these values represent the size of each test, otherwise they represent their power.} \\
\bottomrule
\end{tabular}
\caption{\label{tab:results}The power of the Student's t-test, Welch's t-test and the Mann-Whitney U test in various scenarios.}
\end{table}
If anybody knows what I've done wrong, I'd be really grateful if you could help me out.

Stolfor the first column makes a big difference, it's almost certainly because there are some non-numeric entries in the first column of the data file. – Mico Nov 11 '18 at 16:49