Sporting have failed to win Primeira Liga again since 2002. In the 2004–05 season, José Peseiro-led Sporting was leading the Primeira Liga and was trailing a remarkable journey in UEFA Cup. However, at the end of the season, the team eventually lost all the chances of winning any trophy that season: the first set-back had already happened on 26 January 2005 when Sporting was eliminated from Taça de Portugal after losing 7–6 on penalties against Benfica. Nevertheless, Sporting was able to reach the leadership of Primeira Liga, and on 5 May the team booked their second European final, after defeating Dutch team AZ Alkmaar in UEFA Cup. While awaiting the Final, on 14 May, Sporting lost its penultimate match in Primeira Liga against S.L. Benfica and dropped to third place. By the end of the season, the team eventually finished 2004–05 Primeira Liga in that place. Lastly, playing the 2005 UEFA Cup Final at their home ground, on 18 May, Sporting lost 1–3 against Russian side CSKA Moscow, after being 1–0 up at halftime.