Installing it via portage, the default gentoo package manager.
sudo emerge --ask sbcl
It will shows some error messaging showing that core file not found. It is because it is looking at a wrong /usr directory.
The solution is quite simple, just change our environment variable in Gentoo.
touch /etc/env.d/50sbcl
echo 'SBCL_HOME=/usr/lib/sbcl' >> /etc/env.d/50sbcl
echo 'SBCL_SOURCE_ROOT=/usr/lib/sbcl/src' >> /etc/env.d/50sbcl
And update the Gentoo environemnt.
sudo env-update
The sbcl should work right now.