What you have written is incorrect, several times over. First, you never follow a dash with punctuation; it simply isn’t done. Second, you didn’t use a dash there, and you should have done so. These are your three main choices here, with some variation in number 2:
Unspaced em dash:
- You didn’t use a dash there—and you should have done so. (no space)
Spaced em dash:
- You didn’t use a dash there — and you should have done so. (normal space)
- You didn’t use a dash there — and you should have done so. (shorter space)
Spaced en dash:
- You didn’t use a dash there – and you should have done so.
Generally speaking, and not without exception, American publishers for the most part use em dashes spaced or flush, while British publishers tend to use spaced en dashes. Use whichever style your publisher or journal tells you to use, and use it for all instances calling for a regular dash.
Note that ranges take unspaced en dashes, as in 10–20 years go. So too do equal compounds, like the Boyer–Moore algorithm. Don’t use hyphens for either of those.
With a few exceptions, the general rule is that dashes separate things whereas hyphens join things. Below are lines of five each of em dashes, en dashes, minuses, and hyphens, all separated by a normal space.
- — — — — — (em dashes)
- – – – – – (en dashes)
- − − − − − (minus signs)
- ‐ ‐ ‐ ‐ ‐ (hyphens)
Here are the code points for the Unicode dashes that are of the Common script, along with their general categories. Do not use the first one to mean a dash; it never does.
U+002D - GC=Pd HYPHEN-MINUS
U+058A ֊ GC=Pd ARMENIAN HYPHEN
U+2010 ‐ GC=Pd HYPHEN
U+2011 ‑ GC=Pd NON-BREAKING HYPHEN
U+2012 ‒ GC=Pd FIGURE DASH
U+2013 – GC=Pd EN DASH
U+2014 — GC=Pd EM DASH
U+2015 ― GC=Pd HORIZONTAL BAR
U+2053 ⁓ GC=Po SWUNG DASH
U+207B ⁻ GC=Sm SUPERSCRIPT MINUS
U+208B ₋ GC=Sm SUBSCRIPT MINUS
U+2212 − GC=Sm MINUS SIGN
U+2E17 ⸗ GC=Pd DOUBLE OBLIQUE HYPHEN
U+2E1A ⸚ GC=Pd HYPHEN WITH DIAERESIS
U+2E3A ⸺ GC=Pd TWO-EM DASH
U+2E3B ⸻ GC=Pd THREE-EM DASH
U+301C 〜 GC=Pd WAVE DASH
U+3030 〰 GC=Pd WAVY DASH
U+30A0 ゠ GC=Pd KATAKANA-HIRAGANA DOUBLE HYPHEN
U+FE31 ︱ GC=Pd PRESENTATION FORM FOR VERTICAL EM DASH
U+FE32 ︲ GC=Pd PRESENTATION FORM FOR VERTICAL EN DASH
U+FE58 ﹘ GC=Pd SMALL EM DASH
U+FE63 ﹣ GC=Pd SMALL HYPHEN-MINUS
U+FF0D － GC=Pd FULLWIDTH HYPHEN-MINUS
Not also that U+00AD,
SOFT HYPHEN, is neither a dash nor a hyphen, and is in fact a control character.