My wife and I a couple years ago did 3 days in SXM and then 7 in AXA. Anguilla is lovely place and a day trip will only make you long for more time on island. Driving on island is not hard or confusing. Do a search on Anguilla in the SXM trip report section and you will find lots of info by folks who did day trips.
“Every time I open a bottle of wine, it is an amazing trip somewhere!” José Andrés