Sharepoint Folder vs. Azure Blob vs. Azure SQL Server vs. Azure Table

Hi Everyone. I have a question about what is the most efficient data connection for Power BI. Currently I am using Sharepoint Folder connection to pull in data from an ever growing stack of files. They are autogenerated once a day. I use Power BI to connect to the Sharepoint folder and read them all in. Loading the data is a bit slow, so I'm thinking there is a better way to do this with my limited data skills. Here are the options I am thinking of:

1. Create an Azure Blob storage and send the files there instead. This seems exactly like reading from a Sharepoint Folder, but maybe using Azure storage is faster or more efficient?  

2. Create an Azure SQL Database and read the files into a table there. This seems like the best solution, but I'm not great with managing SQL databases, so the learning curve makes this difficult. But if it is A LOT better then maybe it's worth it?

3. Create an Azure Table storage and send the data there. Honestly, not sure how this works, but considering these files are autogenerated and exactly the same format every time, i'm assuming this might be an option worth learning about. 

4. Keep on going with Sharepoint Folder. This is working just a bit slow and seems primitive. 

Any thoughts? Thanks. Jason