Minimal Lisp binaries

Nearly all lisp dialects have native code compilers, and many can produce standalone executables. One thing I don't understand however is why executables require the full run-time? especially when your code doesn't use eval. Is there a way to use create a minimal image with sbcl that only includes the functions your program uses?

What's all the fuss about big executables? Disk space is cheap, just delete one pron video and you'll never have to worry about large binaries.