The presently disclosed subject matter is directed to a sun shade assembly. Particularly, the assembly includes a sail that releasably attaches to a pair of ribs, providing shade to the user. At least one support arm can be used to reinforce the ribs. A mast provides height to the assembly and includes an anchor that allows the assembly to be secured into a support surface (e.g., sand). The ribs and support arms rotate about the mast, thereby self-adjusting the direction of sail in response to the wind blowing. The assembly further includes a tension adjuster that can be tightened or loosed to control the rotation of the ribs and support arms in response to wind conditions.