Objective: Closed-loop prosthesis interfaces, which combine electromyography (EMG)-based control with supplementary feedback, represent a promising direction for developing the next generation of bionic limbs. However, we still lack an understanding of how users utilize these interfaces and how to evaluate competing solutions. In this study, we used the framework of speed-accuracy trade-off functions (SAF) to understand, evaluate, and compare the performance of two closed-loop user-prosthesis interfaces. Approach: Ten able-bodied participants and an amputee performed a force-matching task in a functional box-and-block setup at three different speeds. All participants were subjected to both interfaces in a crossover study design with a one-week washout period. Importantly, both interfaces used (identical) direct proportional control but differed in the feedback provided to the participant (EMG feedback vs. Force feedback). Therefore, we estimated the SAFs afforded by the two interfaces and sought to understand how the participants planned and executed the task under the various conditions. Main results: We found that execution speed significantly influenced performance, and that EMG feedback afforded better overall performance, especially at medium speeds. Notably, we found that there was a difference in the SAF between the two interfaces, with EMG feedback enabling participants to attain higher accuracies faster than Force feedback. Furthermore, both interfaces enabled participants to develop flexible control policies, while EMG feedback also afforded participants the ability to generate smoother, more repeatable EMG commands. Significance: Overall, the results indicate that the performance of closed-loop prosthesis interfaces depends critically on the feedback approach and execution speed. This study showed that the SAF framework could be used to reveal the differences between feedback approaches, which might not have been detected if the assessment was performed at a single speed. Therefore, we argue that it is important to consider the speed-accuracy trade-offs to rigorously evaluate and compare user-prosthesis interfaces.