Rather than just answer your question, I'll show you how to answer it yourself.
VOACAP is a good tool for all kinds of HF propagation questions. Entering your location and the location of the beacon into the point-to-point predictions tool, with parameters set to CW, 100 W, dipoles at 33 feet, and "Residential" noise, clicking on "Prop Charts" and then selecting only the 20 meter trace yields this:
With these parameters, this shows that at best you'll be able to hear the beacon 5% of the time, and only between 05:00 and 15:00 UTC, optimally around 11:00 UTC. So it is not unusual that you are unable to hear the beacon.
Clicking "REL map" (REL means reliability) at the bottom generates this insightful image:
This is only valid for one time of day and year, and one band, which you can see in the text at the top. At this particular time (September, 19:00 UTC, 20 meters) you have good coverage of the Midwestern United States, Mexico, Central America, Central and Western Canada, and a lot of the Atlantic Ocean, with fair coverage of Northern Africa, Europe, and some of the Middle East. I'd wager you can find beacons in those regions that you can hear.
That big blue area (indicating unreliable communication) around your station at Sacramento is called the "skip zone". 20 meters doesn't travel too far by ground wave, so to communicate with a nearby station you'd have to reflect the signal off the ionosphere almost directly overhead. But at this time of day, at these frequencies, the ionosphere isn't reflective at those angles: all the radiation at near vertical angles simply escapes to space.
You can also see a 2nd skip zone (passing through Ohio and Kentucky) where 1 skip is too short but 2 skips is too far, and 3rd skip zone through the middle of the Atlantic Ocean.
Decreasing the frequency shrinks the skip zone as the ionosphere becomes more reflective at nearly vertical angles. This is the same map, only for 30 meters:
Notice how the the ring around your station is smaller. Your maximum distance is less, but the skip zone is smaller. This is because during the day, absorption of lower frequencies is higher (limiting the maximum range) but reflection at high angles is better (shrinking the skip zone).
At 40 meters, the skip zone is pretty much gone, but it's also quite useless for long-distance communication:
But if you did want to communicate over long distances on 40 meters, you only need to wait for night. This is 40 meters 12 hours later, at 07:00 UTC: