Improve performance in what sense? Does it consume more memory or does it hog the cpu or does it use too much disk IO? What do you mean by saying SPs are running fine? Do they run fine but take a long time? or Do they run fine and execute quickly?
I would start by first understanding what performance metric to improve & then identifying where the bottleneck is whether it is in the report server or the database server. You can also use perfmon to identify bottlenecks.