Thanks Rob, SSMS does have arithabort on by default, I think SSRS has it off.

Any easy way to check if it could be responsible is to run this in SSMS:

SET ARITHABORT OFF

GO

EXEC procname

and see if the performance reflects what you see in SSRS.

You can also check the SET options of cached plans via this query:

SELECT s.name, pa.value

FROM sys.procedures s

INNER JOIN sys.dm_exec_procedure_stats d ON s.object_id = d.object_id

OUTER APPLY sys.dm_exec_plan_attributes(d.plan_handle) pa

WHERE pa.attribute = 'set_options'

pa.value will give you the set options used in the proc plan as seen here: http://technet.microsoft.com/en-us/library/ms189472(v=sql.105).aspx

I haven't used SSRS with sharepoint so not sure on grabbing execution data from there.

Cheers