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Compiling Sage takes a long time because it involves compiling a lot of dependencies and components. It can well take several hours if you are using only one core. As long as the process is running, there is no reason to suspect a problem.

If you are able to use several cores, this can reduce the build time, because several components can be built on different cores at the same time, see the comment by @rws.

When I compile Sage using only one core, I run make in the evening and have a look in the morning. On older machines, it can easily take 10 hours or more. On yours, I would expect 6 to 7 hours.

Given the intense CPU usage while compiling Sage, it's worth making sure cooling is going on properly. I pay attention to having some air around the computer, or even some air flow, to avoid overheating. For instance, I would not leave it flat on a pile of paper. Ideally I put it on a grid-like thing and near a window or fan.

Tools like ccache allow to speed things up when compiling new versions of Sage, by keeping the results of previous compilations for those components which have not changed. Under Mac OS X, ccacge can be installed using Fink, Homebrew or MacPorts, but having those around when compiling Sage can cause problems; I don't know if some people have managed to find a way to use it.