SBCL is -- ahem! -- not particularly well documented at this point.
What can I say? Help with documentation might not be refused.:-)

The old CMUCL documentation, in the cmucl/ subdirectory, is still
somewhat useful. The old user's manual is very useful. Most of the
CMUCL extensions to Common Lisp have gone away, but the general
information about how to use the Python compiler is still very
relevant.