Preheat oven to 400°F and line a baking sheet with parchment paper.
Pierce the sweet potato with a fork, rub with half the olive oil, and roast for 45 minutes until tender.
While the potato roasts, heat the remaining olive oil in a skillet over medium heat.
Sauté the diced onion and bell pepper until softened, about 5 minutes.
Add the ground turkey to the skillet, breaking it up with a spatula until browned and cooked through.
Stir in the black beans, tomato sauce, chili powder, cumin, garlic powder, sea salt, and black pepper.
Simmer the chili on low for 10 minutes to allow the flavors to meld.
Slice the roasted sweet potato in half lengthwise and fluff the inside with a fork.
Spoon the turkey chili generously into the potato halves.
Top with shredded cheddar cheese and a dollop of Greek yogurt before serving.