SPAN, unfortunately does not support overlays from other SPAN instances the way GlissEQ does. GlissEQ is SPAN's elder sibling: SPAN is actually GlissEQ with the equalizer functionality stripped out.
Another SPAN tip: version 2 offers a "Master" mode, which gives an averaged output that works better (IMO) for fitting parts together spectrally.
I actually prefer the older version (1.9.1) of SPAN, if you can find a copy of that. I use it far more often than the newer version (2.1).
[EDIT] Hey, wookie, can you elaborate on "...version 2.1 certainly does"? I was not aware that he'd put that feature into SPAN. When asked about it in the past, Aleksy has said it's too cool a feature to give away for free.
[EDIT #2]I did a little research and it does appear that you can show multiple displays but it's not as convenient as with GlissEQ. Apparently you have to kludge it using its multiple-input feature.