So, if I have this clear in my head, if I have a query that joins several tables and and I'm selecting columns from a few of those tables, I might consider putting covering indexes on the columns I am selecting from a table in conjunction with it's SARG from the where clause.

As soon as I add another column to my query that is not in one of the covering indexes I would expect my execution time to return to the pre-covering index speed as the SQL engine is now required to go all the way back to the table for the extra column data.

Makes sense to me