As per my understanding, when previewing the report, there are three options to affect the report performance. They are data retrieval time, processing time, rendering time.
The data retrieval takes time to retrieve the data from the server using a queries or stored procedures, the processing time takes time to process the data within the report using the operations in the layout of the report and the rendering time takes time
to display the information of the report and how it is displayed like excel, pdf, html formats. It is the reason why report take more time than in SSMS.
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