Here is the scoop on the SST bullets... They perform very well at lower speeds but tend to fragment more at the higher speed calibers like .270 or when encountering bone or dense muscle of larger game.
My kids shoot the Hornady Custom Lite 120gr SST in 7mm-08. Bullet performs great.
I've heard of others (now including yourself) that say they don't get a pass through with the faster calibers out there.
The bullet is designed to fragment and do as much damage as possible to the insides of the deer. So they either die right there or run a very short distance and die... but rarely do they leave much of a blood trail without a pass through.
I would look for a bonded bullet if you want great penetration...
I'm shooting a Federal Premium 225gr Trophy Bonded Bear Claw out of my 35 Whelen... No problem with penetration.
Here is a great article explaining what I'm talking about...
http://www.rifleshootermag.com/ammo/...onded-bullets/