The deviations from the mean are −2,−1,0,1,2, whose squares 4,1,0,1,4 sum to 10.
The values spread evenly about the mean of 3. The shaded band reaches one population standard deviation, the square root of two, to either side, capturing the typical distance of a value from the centre.
The population standard deviation is 2≈1.41, and the sample standard deviation
is 2.5≈1.58. State which you mean, since the only difference is dividing the
summed squared deviations by 5 or by 4.