Firstly the bosonic part of superconformal algebra of this theory is SO(4,2)×U(1)R not SO(4,1)×U(1)R. I have corrected this mistake that I guess it was a typo. Now, let us consider the conformal algebra generators.
- The momenta Pμ that generate spacetime translations.
- The angular momenta Jμν that generate spacetime rotations.
- The dilatation operator D that generates uniform rescalings to coordinates and fields.
- The special conformal transformations Kμ.
There are many places where you can check the algebra they create, namely the superconformal algebra so(4,2). How can this be true? You can verify this by introducing indices a,b=−1,0,1,2,3,4 and defining the operators Jab=−Jba as following Jab=Jμν for a,b=0,1,2,3, J4μ=−Jμ4=Pμ+Kμ2, J−1μ=−Jμ−1=Pμ−Kμ2 and J4−1=−J−14=D. Then these operators follow the Lorentz algebra (up to some signs that might be wrong in my notes and I will not try to verify now)
[Jab,Jcd]=i(gbcJad−gacJbd−gbdJac+gadJbc)
if and only iff g−1−1=g00=1, g11=g22+g33=−1, gab=0 for a≠b. In other words the operators Jab create the Lorentz algebra in a spacetime of two time dimensions and 4 space dimensions. Thus SO(4,2) . Now, note that this is the symmetry group of AdS embedded into 2+4 dimensions as a hypersurface gab=XaXb=R2 where R is thr AdS5 radius. If you try to find the isometries of AdS5 via the very lengthy computation of Killing vectors etc, you will find SO(4,2) and this should give you the information you want via AdS/CFT . More generally, AdSD has the symmetry group SO(p+1,q+1) for D=p+q which isomorphically matches with the one of Rp,q. The U(1)R part is easier to understand. Holographically it is what survives after the Killing spinor equations come in action. It is the R symmetry group for N=1.