Firstly are the files to be loaded on the same machine as Stardog or a different one?
If they are on the same machine then add the --server-side flag (http://docs.stardog.com/man/data-add.html) as otherwise the data add command transmits the files to the server via the relevant network protocol which adds lots of unnecessary networking overhead if the files are on the same machine as the server.
Generally the advice I have always seen given in the past is that large bulk loads are best done at database creation time with the administrative db create command (http://docs.stardog.com/man/db-create.html) rather than via the data add command e.g.
./stardog-admin db create -t D -n example *
In this case Stardog will assume that the files live on the same server as the client.
As I understand it this performs betters because when creating a new database Stardog can manipulate the index files freely and build them directly and not have to worry about transactions, differential indexes etc.
The --index-triples-only option passed to this command may also improve performance if the data to be loaded contains only triples and not quads (as otherwise queries involving named graphs will have poor performance)
Hope this helps,
Rob