Because stored procedure are pre compiled and need not to 
compile again .it is faster than simple query.

SP are better than SQL Query, but UDF (User Defined 
Function) are even beter. Since it can be called in any 
query and will return multiple records

execution of the stored procedure is faster than simple sql 
statement query.

for e.g. 

select * from tablename is simple sql statement

create proc temp
as 
begin

select * from tablename 

end 

above is sp of that statement.