Porto head the standings with 22 points from nine matches, two ahead of Sporting.
Benfica, who defeated struggling Beira Mar 3-0 on Sunday, share third place with Maritimo, Uniao Leiria and Nacional Madeira on 16 points but have a game in hand.
Porto opened the scoring on four minutes when winger Ricardo Quaresma raced clear down the left and crossed for the unmarked Argentina midfielder Lisandro Lopez to head in at the far post.
Two minutes later striker Helder Postiga doubled the lead for the champions with a low shot.
Setubal, who had not beaten Sporting at home since 1983, conceded the third goal from a freekick by winger Ricardo Quaresma after 76 minutes.
Two early own-goals helped Sporting return to winning ways against Braga.
Braga defenders Luis Filipe after 13 minutes and Nem on 34 put Sporting 2-0 ahead with own-goals as they tried to clear the ball.
Brazilian striker Alecsandro completed the rout by heading in a corner from Joao Moutinho after 63 minutes.
Braga played the last eight minutes with 10 men after Nem was sent off following his second yellow card.