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The SS Tornado EX is powered by the power of both the Chaos Emeralds and the Sol Emeralds, and uses their polarity to form a tunnel between the dimensions. Unlike Tails' other vessels, the SS Tornado EX has a pair of wings which allows flight.
While it would have taken more time, Tails was able to construct the SS Tornado EX in a rather short amount of time, due to the apparent stability between the Chaos Emeralds and the Sol Emeralds, which Tails theorized was because the emeralds wanted to help them. As they was about to take off, Sonic and Tails had their final goodbyes with Blaze and Marine, before the SS Tornado EX took them back to their own dimension.
In other media
While the ship was not specifically named, the ship was hinted at being used for Sonic and Tails to leave Blaze's world in Sonic Universe #1.