-1 and 1 follow the concept x2 = 1, but 0 and 2 do not.
The conceptual range (Begriffsumfang) follows the truth value of the function:
x2 = 1 and (x + 1)2 = 2(x + 1) have the same conceptual range.
To understand the idea, it also is important to see the terms function and concept, as used by Frege in the context of intentional sense and extensional reference.
Herberger/Simon, Wissenschaftstheorie [1980], S. 243 [[1]]
The mentioned articles prepared Frege's: The Thought (Der Gedanke): A Logical Investigation. Beiträge zur Philosophie des deutschen Idealismus, I (1918), 58-77.