I had one of these bottles in my own collection. The brand name was registered as a trademark by Philo Hay Specialties Co., of Newark, NJ, in 1915 (TM 106,492). They indicated that the Trademark would be for a preparation for "coloring grey or faded hair," and that they had just started selling the brand that year. The following text was from the 1915 label:
Sulpho-Sage Compound. For coloring gray and faded hair, to assist in removing dandruff, as a corrective of itching scalp and as a dressing for the hair. ... Philo Hay Specialties Co., Newark, NJ.
BOTTLE DESCRIPTIONS
1
Rectangular, 5 3/4", ring top, no panels, BIM, clear, unembossed