It turns out a lot of the processing is offloaded to proprietary drivers on the EdgeRouter board. It's great for running their stock firmware, but not so great running OpenBSD. Ended up going with the new PC Engines apu1d4 board (http://www.pcengines.ch/apu.htm) rather than a Soekris. I believe it's the best of the options for an OpenBSD router.
I've been using the APU board with great success at home for a good while. I upgraded from the Alix board to make full use of my 1G/1G broadband.
Doing some speed tests I've seen speeds fluctuate around 500/700. Never really reached 1Gbit on any public speed test yet but it's helluva lot better than my old alix router.
I love the fact that the APU has an open bootloader, and as far as I can remember it was cheaper than what is mentioned of soekris here. I seem to remember the whole package costing me around 100 eur.