So I have no idea why the Web Proxy is slow when installed on separate hardware, but hardware may be the reason.
I installed the Sophos UTM on custom hardware (Intel Core i7, 32 GB of RAM) and for some reason, I could not adjust the performance of the product and the web caching was not the best.
I then purchased 2 SSD (120 GB) drives and connected them to the SATA 6 ports, installed ESXi 5.1 on my 1 TB hard disk, and then configured the network for testing. I set the SSD Host Cache up on ESXi 5.1 after creating a VM for Sophos UTM. I then changed the default swap file location to the SSD Host Cache location (supreme performance).
I created the VM to execute in the local disk and the virtual hard disk on the spare SSD with 7 GB of RAM. The boot time was less than 10 seconds. After configuring the Sophos UTM, I turned on the Web Caching (Web Proxy) and it's unbelievably fast when running from a SSD, using the SSD Host Cache as the swap file location, and being used in VMWare ESXi 5.1 (free version) after tuning and creating policies.
I would highly recommend using this product under VMWare ESXi 5.1 with SSD's (SATA 6); 1 as a SSD Host Cache, SATA 3 hard drives, and Intel Core i7 (Hyperthreading is enabled). RAM is the user's choice!
AMD's FX Core is fast too, but without hyperthreading, the performance is not as great.
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