It has to do with the way Relays load and let clients sort through data. It isn't smart so if you have a situation where you want to view a historical feed clients can take a long time to grab that info. A good example would be something like if you make a new post, for the first few hours it will load fast. But as time since the post grows you may notice even if you're just viewing a history of your posts it might take a while to load.

I think this is the biggest problem with nostr at the moment. Relays need to be built smarter with better ways to organize, grab, and sort information.

Nostr is just a protocol. The speed of receiving/sending data depends mostly on:

Primal.net is top choice for speed imo, also if it lacks of some functions now. Give a look if you never tried it.

Primal is fast

Like many decentralized things there are tradeoffs and there's work to do to make it faster. Try with fewer relays.

This note touches on more of the possibilities.

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What client are you using? Most likely you picked the wrong relay, you added too many relays, or your connection has notably high latency/low speeds. My experience is quite comparable to twitter or other similar apps (using Amethyst).