I have a suspicion that this may slow your site down. Within your /wp-content/uploads folder you'll find a sucuri folder, and within that, a blacklist and a whitelist folder. This contains a set of files showing the IP addresses of the good and the bad. I found several hundred files in the blacklist folder!
Isn't there going to be a performance hit if the plugin is reading in this folder every page load? Wouldn't it be faster to put this information into a text file or the database? (It is possible that maybe the plugin is doing a php file_exists() call for the IP address when a page request is made-- I haven't checked.)