I wonder about that can I write native SQL to add or delete operations instead of using Query Expression or FetchXML etc. I know Query Expression is very useful but my real concern is performance and I've thought writing SQL can be faster than the others.
To put it simply, using direct SQL (especially for create/update actions) is not supported. DO NOT DO IT!
The database model for CRM is complex and updates to data can have effects that extend beyond a simple update to a single table or two.
my real concern is performance
Have you validated this concern? Take a look at this link which documents performance tests on CRM. This is an enterprise-level, scalable platform. If you have proven performance issues then perhaps your code needs optimising or your kit needs beefing up...? :)