I'm getting some poor results from speedtest.net, but haven't been able to confirm of they're real. Things like ping going from 10ms to 75ms with web filtering enabled, and a 10-15% drop in download speed.
Those on-line speed tests are single-threaded, so they can't measure what happens when multiple people are browsing. You can't see the time needed to get categorization or the time spent scanning for malware. Try downloading something large enough to trigger the downloading window so that you can measure download time and scanning time.