With small effective pot to stack ratios being a part of nearly 100% the play in (turbo) sit and goes, the variance is going to be quite high. Many situations are effectively a coin flip. For example, if you have AJs and 5 big blinds, you're going to be all-in about always. If your opponent has 88 and the same 5 big blind stack, then you guys are just going to go at it, and there's no way around it.
Consider a quick example with somewhat arbitrary, but not altogether useless numbers: You need to win 3 coin flips to outright win a sit and go. If you win 2 coin flips, then let's say you get 2nd place money. All the other times, you bust. Your buy in is $1. First place money is $3. Second place money is $2. If you bust, you "win" negative $1 (the same as losing $1, but working with the negative win allows us to quantify the value of the game). The value of a portion of the game is the probability of that outcome multiplied by the value of that outcome. Once we have the value of all possible outcomes, then we simply add them together to get the value of the game.
The value of winning 3 coin flips and $3 for first place is: $3*(50%^3) = $0.375
The value of winning 2 coin flips and $2 for second place is: $2*(50%^2) = $0.5
Otherwise, you lose $1: (-$1)*(1-((50%^3) + (50%^2)) = -$0.625
The value of you playing a sit and go in this example is: $0.375 + $0.5 - $0.625 = $0.25
So in other words, try to think of every sit and go being worth $0.25 on average (minus what you rake to the poker site
). Is that surprising sounding to you?
A lot of beginning players sit down and see first place's value in a tournament, and because they aren't realizing that value nearly as often as even a crushing player might realize it, they feel like they're doing poorly. That might be part of why you're feeling the way you are, it also might be because (to be blunt) you're not a better player than the field you are playing against.
So try studying some poker. Buy some books and read. Work on math of particular situations. Try and honestly understand your decision process and be very critical of it. Was it a bad beat, or did you just move all-in for your tournament life when it was a bad choice?
Once you're past poker fundamentals, studying concepts like independent chip model (ICM) and other advanced tournament ideas will put you head and shoulders above your competition. However, those ideas have little use to a player who may not have a grasp on something like pre-flop strategy and continuation betting frequencies and methods. Take the big and quick wins for your game and study efficiently. If you're honest with yourself and truly understand your results, then you'll be moving up in no time.
(To take this answer a step further, you can use the values of outcomes of the game to create a Normal Distribution that describes the variance of the game. Once you play enough games, you can use your own frequencies for winning first, winning second or busting, and then gain even more understanding about your place in the game and what to expect.)